Approximations to optimal stopping rules for exponential random variables

DOI10.1214/AOP/1176993236zbMATH Open0544.62076OpenAlexW2073844031MaRDI QIDQ796945FDOQ796945

Authors: Adam T. Martinsek 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993236

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zbMATH Keywords

approximate solutionsexponential distributionpartial informationasymptotic optimality

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

Cited In (11)

• The full-information best choice problem with a random number of observations
• Asymptotically optimal stopping rules in the presence of unknown parameters
• Minimax stopping times for I.I.D. Random variables
• Optimal Two-Choice Stopping on an Exponential Sequence
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
• TWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLES
• APPROXIMATION TO OPTIMAL STOPPING RULES FOR GAMMA RANDOM VARIABLES WITH UNKNOWN LOCATION AND SCALE PARAMETERS
• Title not available (Why is that?)
• On optimal stopping rules for \(s_ n /n\)
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