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

DOI10.1080/07474949208836264MaRDI QIDQ4036032zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Approximations to optimal stopping rules for exponential random variables
• Minimax-optimal stop rules and distributions in secretary problems
• Secretary problems with inspection costs as a game

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(3)

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

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