A Random Version of Shepp's Urn Scheme

DOI10.1137/S0895480102418099zbMATH Open1086.60509OpenAlexW2009339030MaRDI QIDQ5317606FDOQ5317606

Chien-Tai Lin, Alan Zame, Robert W. Chen, Hsiu-Fen Wu

Publication date: 16 September 2005

Published in: SIAM Journal on Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895480102418099

zbMATH Keywords

stopping timeoptimal drawing policythe \(k\) in the hole policyrandom coin tossing process

Mathematics Subject Classification ID

Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40)

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• Title not available (Why is that?)
• On-line VWAP Trading Strategies
• With or without replacement? Sampling uncertainty in Shepp’s urn scheme
• Value of information in the Polya urn process
• Some Results for the Acceptance Urn Model
• A note on randomized Shepp's urn scheme

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