Optimal stopping on trajectories and the ballot problem

DOI10.1239/JAP/1011994184zbMATH Open1002.60035OpenAlexW1996276554MaRDI QIDQ4537302FDOQ4537302

Authors: Mitsushi Tamaki 

Publication date: 26 June 2002

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

Full work available at URL: https://doi.org/10.1239/jap/1011994184

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zbMATH Keywords

dynamic programmingBrownian bridgeurn samplingOLA policyodds theorem

Mathematics Subject Classification ID

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

Cited In (9)

• Duration problem on trajectories
• Title not available (Why is that?)
• A note on bounds for the odds theorem of optimal stopping.
• Harmonic numbers in gambler's ruin problem
• Optimal Stopping in the Balls-and-Bins Problem
• Takács' asymptotic theorem and its applications: a survey
• The odds algorithm based on sequential updating and its performance
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• Optimal double stopping of a Brownian bridge

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