Limit theorems for threshold-stopped random variables with applications to optimal stopping
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Publication:3484097
DOI10.2307/1427542zbMath0704.60021OpenAlexW2316564214MaRDI QIDQ3484097
Robert P. Kertz, Douglas P. Kennedy
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427542
Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (7)
Approximation of optimal stopping problems. ⋮ What is Known About Robbins' Problem? ⋮ On approximative solutions of multistopping problems ⋮ On the multi-attribute stopping problem with general value functions ⋮ Two-choice optimal stopping ⋮ On approximative solutions of optimal stopping problems ⋮ Optimal Two-Choice Stopping on an Exponential Sequence
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