Existence of optimal stopping rules for linear and quadratic rewards
- 1 January 1966
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 5 (4) , 361-368
- https://doi.org/10.1007/bf00535366
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On optimal stopping rules for $S_{n}/n$Illinois Journal of Mathematics, 1965
- A Sharper Form of the Borel-Cantelli Lemma and the Strong LawThe Annals of Mathematical Statistics, 1965
- Optimum Character of the Sequential Probability Ratio TestThe Annals of Mathematical Statistics, 1948
- On certain limit theorems of the theory of probabilityBulletin of the American Mathematical Society, 1946
- The ergodic theoremDuke Mathematical Journal, 1939