On optimal stopping rules for s_ n /n

MaRDI QIDQ2532346zbMATH OpenFDO

Authors Yuan-Shih Chow, Herbert Robbins

Publication date 1965

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ijm/1256068146

zbMATH Keywords

statistics

Mathematics Subject Classification ID

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

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Cited in

(21)

• Stopping rules and tactics for processes indexed by a directed set
• Herbert Robbins and sequential analysis
• On a simple optimal stopping problem
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• Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme
• Contribution to the optimal stopping problem
• Optimal Two-Choice Stopping on an Exponential Sequence
• Existence of optimal stopping rules for linear and quadratic rewards
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• Optimal Stopping in the L log L -Inequality of Hardy and Littlewood
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• On the \(\frac{S_n}{n}\) problem
• Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
• Corrected random walk approximations to free boundary problems in optimal stopping
• Regarding stopping rules for Brownian motion and random walks
• A Hàjek-Rényi extension of Lévy's inequality and some applications
• With or without replacement? Sampling uncertainty in Shepp’s urn scheme
• Exact solution to the Chow-Robbins game for almost all n, by using a Catalan triangle
• Hiring strategies
• Values of the optimal stopping game for arithmetic means of Bernoulli variables

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