Optimal stopping on trajectories and the ballot problem

DOI10.1239/JAP/1011994184MaRDI QIDQ4537302zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dynamic programmingBrownian bridgeurn samplingOLA policyodds theorem

Mathematics Subject Classification ID

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

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