A random walk version of Robbins' problem: small horizon

DOI10.14708/MA.V47I2.6477zbMath1463.60062arXiv1811.07096OpenAlexW2997940349MaRDI QIDQ5135684

Andrew Allen, Pieter C. Allaart

Publication date: 23 November 2020

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.07096

zbMATH Keywords

stopping timesymmetric random walkexpected rankRobbins' problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

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