On the best order of observation in optimal stopping problems

DOI10.2307/3214107zbMath0628.60055OpenAlexW2314738173MaRDI QIDQ3764971

David Gilat

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214107

zbMATH Keywords

order selectionoptimal orderingorder equivalencecomputationally efficient methods

Mathematics Subject Classification ID

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

Related Items (2)

Moment-based minimax stopping functions for sequences of random variables ⋮ Stochastic and convex orders and lattices of probability measures, with a martingale interpretation

This page was built for publication: On the best order of observation in optimal stopping problems