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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 1, Pages 150–152
(Mi tvp799)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Sufficient statistics for the optimal stopping problem
E. B. Dynkin Moscow
Abstract:
A general theorem on sufficient statistics for the optimal stopping problem is proved. It is applied to the case of sums of independent random vectors and exponential gains.
Received: 25.07.1967
Citation:
E. B. Dynkin, “Sufficient statistics for the optimal stopping problem”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 150–152; Theory Probab. Appl., 13:1 (1968), 152–153
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https://www.mathnet.ru/eng/tvp799 https://www.mathnet.ru/eng/tvp/v13/i1/p150
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Abstract page: | 268 | Full-text PDF : | 127 | First page: | 1 |
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