Optimal stopping variables for stochastic processes with independent increments

DOI10.1214/AOP/1176996710zbMath0282.60028OpenAlexW2059897184MaRDI QIDQ1844013

LeRoy H. Walker

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996710

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Markov processes (60J99)

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An optimal stopping problem with finite horizon for sums of i.i.d. random variables ⋮ Existence and explicit determination of optimal stopping times

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