A stochastic game of optimal stopping and order selection
DOI10.1214/AOAP/1177004842zbMath0824.62079OpenAlexW2069913401MaRDI QIDQ1894633
Ulrich Krengel, Alexander V. Gnedin
Publication date: 10 August 1995
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177004842
exchangeable distributionsminimax strategyrelative ranksbest choice problemBernoulli pyramidnonanticipating stopping rulesstochastic two person zero-sum gametraveller's process
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Optimal stopping in statistics (62L15)
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