A multiple optimal stopping rule for sums of independent random variables
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Publication:5439067
DOI10.1515/dma.2007.037zbMath1282.60046OpenAlexW2066425807MaRDI QIDQ5439067
M. L. Nikolaev, Georgy Sofronov
Publication date: 8 February 2008
Published in: Discrete Mathematics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dma.2007.037
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)
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