On Asymptotic Properties of Optimal Stopping Time
Vladimir Viktorovich Mazalov, Н. В. Пешков · Theory of Probability and Its Applications · 2004
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 ${\bf E}\tau_N\approx N/3$, ${\bf D}\tau_N\approx N^2/18$.