authors:L. Dubins, William D. Sudderth
published in: 1977
summary: A theory of discrete-time optimal stopping is presented within the more general framework of countably additive gambling theory. In particular, offered here is a substitute for a fundamental theorem of optimal stopping due to Chow, Robbins, and Siegmund. Research supported by National Science Foundation Grants NSF GP 43085 (for Dubins) and MPS 75-06173 and MCS 76-03940 (for Sudderth)
related url: http://www.springerlink.com/content/x735x51622534866/full...
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type: article in journal
original language: English
article pagination: start page: 59 - end page: 72
- Article entered in GambLIB database on dec. 10. 2010, 14:12
- Item added by staff