Publication Cover
Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 3-4: Special issue on optimal stopping with applications
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Original Articles

Duration problem on trajectories

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Pages 211-218 | Received 21 Apr 2006, Accepted 29 Sep 2006, Published online: 05 Nov 2008

References

  • Shepp , L.A. 1969 . Explicit solutions to some problems of optimal stopping . Annals of Mathematical Statistics , 40 : 993 – 1010 .
  • Tamaki , M. 2001 . Optimal stopping on trajectories and the ballot problem . Journal of Applied Probability , 38 : 946 – 959 .
  • Ferguson , T.S. , Hardwick , J.P. and Tamaki , M. 1992 . Maximization of duration of owning a relatively best object . Contemporary Mathematics , 125 : 37 – 57 .
  • Karlin , S. and Taylor , H.M. 1981 . “ A second course in stochastic processes ” . 293 – 307 . Academic Press .
  • Chow , Y.S. , Robbins , H. and Siegmund , D. 1971 . Great Expectations , Boston : Houghton-Mifflin .

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