Approximation to optimal stopping rules for Gumbel random variables with unknown location and scale parameters
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Publication:2472574
DOI10.11650/twjm/1500403892OpenAlexW1483256147MaRDI QIDQ2472574
Publication date: 22 February 2008
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/twjm/1500403892
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)