On the values of optimal stopping problems for generalized averages of discrete random variables

zbMATH Open1272.60022MaRDI QIDQ367555FDOQ367555

Authors: Jaime Lobo, Santiago Cambronero 

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

recurrence relationsoptimal stopping problemsBernoulli variablesbounding sequencegeneralized averagesvalue of optimal stopping games

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (1)

• On the optimal stopping values induced by general dependence structures

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