scientific article; zbMATH DE number 5010123

MaRDI QIDQ3373772zbMATH OpenFDO

Authors Tzu-Sheng Yeh

Publication date 9 March 2006

zbMATH Keywords

Gumbel distributionlast timesoptimal stoppinguniform integrability

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Optimal stopping in statistics (62L15)

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