Duration problem on trajectories

DOI10.1080/17442500601072704MaRDI QIDQ3429341zbMATH OpenOpenAlexFDO

Authors Mitsushi Tamaki, Vladimir V. Mazalov

Publication date 30 March 2007

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500601072704

zbMATH Keywords

Ballot problemdurationoptimal stoppingurn sampling

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

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Cited in

(8)

• Optimal double stopping of a Brownian bridge
• scientific article; zbMATH DE number 3871373 (Why is no real title available?)
• Duration problem with multiple exchanges
• Optimal stopping on trajectories and the ballot problem
• Harmonic numbers in gambler's ruin problem
• Optimal behavior in a finite-horizon gambler's ruin problem
• Optimal stopping strategies in gambler's ruin game
• Trajectories with the longest lifetime

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