Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
- 1 January 1970
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 15 (2) , 324-331
- https://doi.org/10.1137/1115039
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Some Problems in the Theory of Optimal Stopping RulesThe Annals of Mathematical Statistics, 1967
- Optimal Stopping and Experimental DesignThe Annals of Mathematical Statistics, 1966
- Applications of martingale system theoremsTransactions of the American Mathematical Society, 1952