Existence of optimal stopping rules for linear and quadratic rewards

DOI10.1007/BF00535366zbMath0295.60033MaRDI QIDQ4048311

Jacob Wolfowitz, H. Teicher

Publication date: 1966

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics

60J99: Markov processes