An optimal stopping problem for a random walk with polynomial reward functions

zbMATH Open1199.60145MaRDI QIDQ3552607FDOQ3552607

Authors: V. V. Tomashyk, Yuliya S. Mishura 

Publication date: 22 April 2010

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zbMATH Keywords

random walkoptimal stopping problempolynomial reward function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (9)

• Optimal stopping time for geometric random walks with power payoff function
• An optimal stopping problem for random walks with non-zero drift
• Maximizing survival time in a random walk on an interval
• On a solution of the optimal stopping problem for processes with independent increments
• Optimal stopping time problem for random walks with polynomial reward functions
• Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum
• On an Effective Solution of the Optimal Stopping Problem for Random Walks
• Title not available (Why is that?)
• Oscillation criteria for stopping near the top of a random walk

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