Optimal Time to Exchange Two Baskets
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Publication:5391079
DOI10.1239/jap/1300198133zbMath1213.60084MaRDI QIDQ5391079
L. C. G. Rogers, Katsumasa Nishide
Publication date: 5 April 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1300198133
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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