Optimality of the one step look-ahead stopping times

DOI10.2307/3213269zbMATH Open0362.60066OpenAlexW4238891382MaRDI QIDQ4136291FDOQ4136291

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)

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

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