On optimal stopping of a sequence of independent random variables- probability maximizing approach

DOI10.1016/0304-4149(78)90057-1zbMath0374.60088OpenAlexW1992463285MaRDI QIDQ1244944

Tomasz Bojdecki

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90057-1

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites Work

• Optimal Stopping and Experimental Design
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