On the calculation of probability characteristics of some optimal stopping times

DOI10.1070/RM1997V052N01ABEH001757MaRDI QIDQ4386653zbMATH OpenFDO

Authors Ilya Pavlyukevich

Publication date 24 May 1999

Published in Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

stopping timesexpected time of bankruptcy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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