A version of the Elfving optimal stopping time problem with random horizon

MaRDI QIDQ3582289zbMATH OpenFDO

Authors Anna Krasnosielska-Kobos, Elżbieta Z. Ferenstein

Publication date 2 September 2010

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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Cited in

(5)

• A version of the Elfving problem with random starting time
• When to stop -- a cardinal secretary search experiment
• A version of the Elfving optimal stopping time problem with random horizon
• Construction of Nash equilibrium in a game version of Elfving's multiple stopping problem
• Multiple-stopping problems with random horizon

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