Concepedia

Great Expectations: The Theory of Optimal Stopping.

B. M. Brown, Y. S. Chow, Herbert Robbins, David Siegmund

Journal of the Royal Statistical Society Series A (General) · 1972 · 525 citations · 0 references

Concepts

BusinessDecision SciencesEconomicsDecision TheoryProbability TheoryStochastic ProcessesMarkov ProcessesOptimal StoppingProspect TheoryRisk AversionStochastic ControlStopping TimesExpectationsMinimax Optimal StoppingOptimal Stopping RulesOptimal Stopping Under Partial InformationStopping Time Distributions