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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On asymptotic properties of optimal stopping
time
V. V. Mazalov, N. V. Peshkov Karelian Research Centre of the Russian Academy of Sciences
Abstract:
We show that the optimal stopping time in the full-information
optimal stopping problem of $N$ independent identically
distributed random variables
has the asymptotic properties
$E\tau_N\approx N/3$,
$D\tau_N\approx N^2/18$.
Keywords:
optimal stopping time, asymptotic properties, full information.
Received: 17.02.2002
Citation:
V. V. Mazalov, N. V. Peshkov, “On asymptotic properties of optimal stopping
time”, Teor. Veroyatnost. i Primenen., 48:3 (2003), 583–589; Theory Probab. Appl., 48:3 (2004), 549–555
Linking options:
https://www.mathnet.ru/eng/tvp272https://doi.org/10.4213/tvp272 https://www.mathnet.ru/eng/tvp/v48/i3/p583
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