Sufficient Statistics for the Optimal Stopping Problem
Evgenii Borisovich Dynkin · Theory of Probability and Its Applications · 1968
Previous article Next article Sufficient Statistics for the Optimal Stopping ProblemE. B. DynkinE. B. Dynkinhttps://doi.org/10.1137/1113011PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout"Sufficient Statistics for the Optimal Stopping Problem." Theory of Probability & Its Applications, 13(1), pp. 152–153[1] H. Teicher and , J. Wolfowitz, Existence of optimal stopping rules for linear and quadratic rewards, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 5 (1966), 361–368 MR0210268 0295.60033 CrossrefGoogle Scholar[2] E. B. Dynkin, Optimal choice of the stopping moment of a Markov process, Dokl. Akad. Nauk SSSR, 150 (1963), 238–240, (In Russian.) MR0154329 Google Scholar[3] Y. S. Chow and , Herbert Robbins, On optimal stopping rules, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 2 (1963), 33–49 10.1007/BF00535296 MR0157465 0161.16302 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails References Cross Ref Volume 13, Issue 1| 1968Theory of Probability & Its Applications History Submitted:25 July 1967Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1113011Article page range:pp. 152-153ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics