Sequential selection of random vectors under a sum constraint
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Publication:4819442
DOI10.1239/jap/1077134673zbMath1054.60054MaRDI QIDQ4819442
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/29371fcba778bbf76e8a7bd29f2ddeeeb18d47a9
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
Cites Work