The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
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Publication:756259
DOI10.1214/aop/1176990547zbMath0722.60036MaRDI QIDQ756259
Robert P. Kertz, Douglas P. Kennedy
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
60F05: Central limit and other weak theorems
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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