scientific article; zbMATH DE number 1263183

MaRDI QIDQ4234053zbMATH OpenFDO

Authors Peter Winkler, László Lovász

Publication date 29 September 1999

zbMATH Keywords

characterization for stopping rulesoptimal stopping rules

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(23)

• The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
• Stopping tests for Markov chain Monte-Carlo methods
• Mixing time bounds via bottleneck sequences
• Exact mixing in an unknown Markov chain
• Mixing times for uniformly ergodic Markov chains
• On approximating the stationary distribution of time-reversible Markov chains
• The access time of random walks on trees with given partition
• On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment
• Stopping Markov processes and first path on graphs
• On approximating the stationary distribution of time-reversible Markov chains
• Optimal stopping of stochastic transport minimizing submartingale costs
• Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
• Exact mixing times for random walks on trees
• How to Reduce Unnecessary Noise in Targeted Networks
• Reversal of Markov Chains and the Forget Time
• Exit frequency matrices for finite Markov chains
• On Optimal Multiple Stopping of Markov Sequences
• Mixing times are hitting times of large sets
• The best mixing time for random walks on trees
• A hitting time formula for the discrete Green's function
• Stopping Probabilities for Patterns in Markov Chains
• The optimal sink and the best source in a Markov chain
• Faster mixing and small bottlenecks

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