On optimal stopping of a sequence of independent random variables — probability maximizing approach-Reference-Cited by-同舟云学术

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On optimal stopping of a sequence of independent random variables — probability maximizing approach

Published:1978-01 Issue:2 Volume:6 Page:153-163
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bojdecki Tomasz

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference10 articles.

1. T. Bojdecki, A note on optimal stopping of sums of independent random variables, Bull. Acad. Polon. Sci., to appear.

2. R. Cowan, J. Zabczyk, A new version of the best choice problem, Bull. Acad. Polon. Sci., to appear.

3. Great Expectations: The Theory of Optimal Stopping;Chow,1971

4. Markov Processes, Theorems and Problems;Dynkin,1967

5. Markov Processes, Theorems and Problems;Dynkin,1969

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