Optimality of the one step look-ahead stopping times

DOI10.2307/3213269MaRDI QIDQ4136291zbMATH OpenOpenAlexFDO

Authors Mohamed Abdel-Hameed

Publication date 1977

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

Full work available at URL https://doi.org/10.2307/3213269

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited in

(2)

• Empirical Bayes detection of a change in distribution
• Optimal adaptive price search

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