Duration problem on trajectories

DOI10.1080/17442500601072704zbMATH Open1123.60025OpenAlexW1986401828MaRDI QIDQ3429341FDOQ3429341

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

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zbMATH Keywords

durationoptimal stoppingBallot problemurn sampling

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Explicit Solutions to Some Problems of Optimal Stopping
• Optimal stopping on trajectories and the ballot problem

Cited In (6)

• Trajectories with the longest lifetime
• Harmonic numbers in gambler's ruin problem
• Duration problem with multiple exchanges
• Title not available (Why is that?)
• Optimal stopping on trajectories and the ballot problem
• Optimal double stopping of a Brownian bridge

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