On an Effective Solution of the Optimal Stopping Problem for Random Walks
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Publication:5700638
DOI10.1137/S0040585X97981093zbMath1092.60018OpenAlexW3021211238MaRDI QIDQ5700638
Albert N. Shiryaev, Alexander Novikov
Publication date: 28 October 2005
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97981093
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