Generalized sequential procedures

DOI10.1007/BF00969967MaRDI QIDQ1140923zbMATH OpenFDO

Authors M. L. Nikolaev

Publication date 1980

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00969967

zbMATH Keywords

compound stopping rulesequential proceduresstopping rule

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites work

• Applications of Martingale System Theorems
• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal Stopping and Experimental Design

Cited in

(3)

• An optimal double stopping rule for a buying-selling problem
• A multiple optimal stopping rule for a buying-selling problem with a deterministic trend
• A multiple optimal stopping rule for sums of independent random variables

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