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

MaRDI QIDQ3552607zbMATH OpenFDO

Authors V. V. Tomashyk, Yuliya S. Mishura

Publication date 22 April 2010

zbMATH Keywords

optimal stopping problempolynomial reward functionrandom walk

Mathematics Subject Classification ID

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

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(9)

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