The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables

DOI10.1214/AOP/1176990547zbMATH Open0722.60036OpenAlexW1990766395MaRDI QIDQ756259FDOQ756259

Authors D. P. Kennedy, Robert P. Kertz

Publication date 1991

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990547

zbMATH Keywords

stopping timesdomain of attraction for maximaextreme-value lawsoptimal rewards

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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