On optimal stopping with concave costs of observation
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Publication:3761505
DOI10.1080/07474948708836113zbMath0623.62077MaRDI QIDQ3761505
Publication date: 1987
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948708836113
space-time process; standard Wiener process; concave costs of observation; concave stopping boundaries
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
Related Items
Bounds for optimal stopping regions in problems with nonlinear costs of observations, Locally Most Powerful Sequentially Planned Tests in Continuous Time, On optimal stopping with nonlinear costs of observation
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