scientific article; zbMATH DE number 5010123

zbMATH Open1092.62077MaRDI QIDQ3373772FDOQ3373772

Authors: Tzu-Sheng Yeh 

Publication date: 9 March 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal stoppingGumbel distributionuniform integrabilitylast times

Mathematics Subject Classification ID

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

Cited In (2)

• TWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLES
• APPROXIMATION TO OPTIMAL STOPPING RULES FOR GAMMA RANDOM VARIABLES WITH UNKNOWN LOCATION AND SCALE PARAMETERS

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