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

MaRDI QIDQ3552607zbMATHFDO

Authors V. V. Tomashyk, Yuliya S. Mishura

Publication date 22 April 2010

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)

Recommendations

• Optimal stopping time problem for random walks with polynomial reward functions
• On an Effective Solution of the Optimal Stopping Problem for Random Walks
• On a solution of the optimal stopping problem for processes with independent increments
• Optimal stopping time for geometric random walks with power payoff function
• Optimal stopping, Appell polynomials, and Wiener-Hopf factorization

Cited in

(9)

• Maximizing survival time in a random walk on an interval
• Optimal stopping time for geometric random walks with power payoff function
• An optimal stopping problem for random walks with non-zero drift
• scientific article; zbMATH DE number 3894191 (Why is no real title available?)
• Oscillation criteria for stopping near the top of a random walk
• 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
• Optimal stopping time problem for random walks with polynomial reward functions
• On a solution of the optimal stopping problem for processes with independent increments

This page was built for publication: An optimal stopping problem for a random walk with polynomial reward functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3552607)