Approximations to optimal stopping rules for exponential random variables

DOI10.1214/AOP/1176993236MaRDI QIDQ796945zbMATHOpenAlexFDO

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

zbMATH Keywords

approximate solutionsexponential distributionpartial informationasymptotic optimality

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

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(11)

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• Limit theorems for threshold-stopped random variables with applications to optimal stopping
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