Minimax stopping times for I.I.D. Random variables

DOI10.1080/07474949208836264zbMATH Open0783.62056OpenAlexW1525216736MaRDI QIDQ4036032FDOQ4036032

Authors: Frans Boshuizen 

Publication date: 16 May 1993

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949208836264

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zbMATH Keywords

stopping gameknown variance casediscount modelknown mean caseminimax optimal stopping timeminimax worst- case distributionsselling-an-asset optimal stopping problemsequence of uniformly bounded i.i.d. random varibles

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Secretary problems with inspection costs as a game
• Minimax-optimal stop rules and distributions in secretary problems
• Approximations to optimal stopping rules for exponential random variables
• Title not available (Why is that?)

Cited In (3)

• Doob, Ignatov and optional skipping.
• Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options
• Moment-based minimax stopping functions for sequences of random variables

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