Test for optimality of an extended sequential procedure

DOI10.1007/BF01116884MaRDI QIDQ1838255zbMATH OpenFDO

Authors Yanyan Li

Publication date 1981

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

tests for optimality of composite stopping strategies

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites work

• scientific article; zbMATH DE number 3205002 (Why is no real title available?)
• scientific article; zbMATH DE number 3403558 (Why is no real title available?)
• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal Stopping and Experimental Design

Cited in

(3)

• A multiple optimal stopping rule for sums of independent random variables
• An optimal double stopping rule for a buying-selling problem
• A multiple optimal stopping rule for a buying-selling problem with a deterministic trend

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