scientific article; zbMATH DE number 3842897

MaRDI QIDQ3313041zbMATH OpenFDO

Authors Albrecht Irle

Publication date 1983

zbMATH Keywords

infinitesimal look-ahead rulemonotone caseoptimal stoppingrepair model

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(8)

• On the expectation of the maximum for sums of independent random variables
• The monotone case approach for the solution of certain multidimensional optimal stopping problems
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
• scientific article; zbMATH DE number 3885058 (Why is no real title available?)
• A general method for finding the optimal threshold in discrete time
• A general replacement model
• A note on one-sided solutions for optimal stopping problems driven by Lévy processes
• On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems

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