Unbiased optimal stopping via the MUSE
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Publication:6184922
DOI10.1016/j.spa.2022.12.007arXiv2106.02263OpenAlexW3169494828MaRDI QIDQ6184922
Zhengqing Zhou, Guanyang Wang, Jose H. Blanchet, Peter W. Glynn
Publication date: 29 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.02263
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) General considerations in statistical decision theory (62C05)
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