Leaving an interval in limited playing time

DOI10.2307/1427039MaRDI QIDQ3203779zbMATH OpenOpenAlexFDO

Authors Robert P. Kertz, David Heath

Publication date 1988

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/8605

zbMATH Keywords

optimalBernoulli random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15)

Recommendations

• Moments in the duration of play
• Playing in the limit
• Making musical time
• Moments over short intervals
• Extended interlacing intervals
• scientific article; zbMATH DE number 2053258

Cited in

(2)

• Controlling a Process to a Goal in Finite Time
• Continuous-Time Red and Black: How to Control a Diffusion to a Goal

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