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

zbMATH Open1199.60145MaRDI QIDQ3552607FDOQ3552607

Yuliya S. Mishura, V. V. Tomashyk

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 (5)

• An optimal stopping problem for random walks with non-zero drift
• On a solution of the optimal stopping problem for processes with independent increments
• Optimal stopping time problem for random walks with polynomial reward functions
• On an Effective Solution of the Optimal Stopping Problem for Random Walks
• Title not available (Why is that?)

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