An unexpected connection between branching processes and optimal stopping

DOI10.1017/S0021900200015850zbMath0968.60040arXivmath/0510587OpenAlexW2950298663MaRDI QIDQ4529127

Ester Samuel-Cahn, David Assaf, Larry Goldstein

Publication date: 11 September 2001

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

Full work available at URL: https://arxiv.org/abs/math/0510587

zbMATH Keywords

extinction probabilityoptimal stopping problemGalton-Watson processvarying environmentprophet inequalitiesinhomogeneous Galton-Watson process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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