Optimal stopping for extremal processes

DOI10.1016/0304-4149(84)90178-9zbMATH Open0527.60041OpenAlexW1966640694MaRDI QIDQ595267FDOQ595267

Authors: J. Flatau, Albrecht Irle 

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90178-9

zbMATH Keywords

optimal stoppingextremal processmonotone casestopping boundary

Mathematics Subject Classification ID

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

Cites Work

• Sur la distribution limite du terme maximum d'une série aléatoire
• On Extreme Order Statistics
• Title not available (Why is that?)
• Extremal Processes
• Moment Convergence of Sample Extremes
• Monotone stopping problems and continuous time processes
• Title not available (Why is that?)

Cited In (2)

• Approximation of optimal stopping problems.
• Best choice from the planar Poisson process

This page was built for publication: Optimal stopping for extremal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q595267)