Optimal stopping rules for directionally reinforced processes
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Publication:2749134
DOI10.1239/aap/999188325zbMath0988.60039MaRDI QIDQ2749134
Michael Monticino, Pieter C. Allaart
Publication date: 10 July 2002
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0fdd5fd7d447fbdd1fe32ba7dafcff68331b32cc
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
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