Sharp inequalities for optimal stopping with rewards based on ranks
From MaRDI portal
Publication:1198584
DOI10.1214/aoap/1177005713zbMath0758.60041MaRDI QIDQ1198584
Douglas P. Kennedy, Theodore P. Hill
Publication date: 16 January 1993
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005713
60G40: Stopping times; optimal stopping problems; gambling theory
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