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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 3, Pages 583–589
DOI: https://doi.org/10.4213/tvp272 (Mi tvp272) 		 
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
Full-text PDF (754 kB) Citations (2)
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DOI: https://doi.org/10.4213/tvp272
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
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 3, Pages 549–555
DOI: https://doi.org/10.1137/S0040585X97980508
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\paper On asymptotic properties of optimal stopping
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\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 3
\pages 549--555
\crossref{https://doi.org/10.1137/S0040585X97980508}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000224300900013}
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  • https://www.mathnet.ru/eng/tvp272
  • https://doi.org/10.4213/tvp272
  • https://www.mathnet.ru/eng/tvp/v48/i3/p583
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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