Optimal stopping rules for correlated random walks with a discount
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Publication:4819472
DOI10.1239/jap/1082999080zbMath1071.60026OpenAlexW2127611311MaRDI QIDQ4819472
Publication date: 24 September 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082999080
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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