Optimal stopping of a random length sequence of maxima over a random barrier
Applicationes Mathematicae, Tome 20 (1988) no. 2, pp. 171-184
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
@article{10_4064_am_20_2_171_184,
author = {Z. Porosi\'nski},
title = {Optimal stopping of a random length sequence of maxima over a random barrier},
journal = {Applicationes Mathematicae},
pages = {171--184},
year = {1988},
volume = {20},
number = {2},
doi = {10.4064/am-20-2-171-184},
zbl = {0725.62072},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-20-2-171-184/}
}
TY - JOUR AU - Z. Porosiński TI - Optimal stopping of a random length sequence of maxima over a random barrier JO - Applicationes Mathematicae PY - 1988 SP - 171 EP - 184 VL - 20 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4064/am-20-2-171-184/ DO - 10.4064/am-20-2-171-184 LA - en ID - 10_4064_am_20_2_171_184 ER -
Z. Porosiński. Optimal stopping of a random length sequence of maxima over a random barrier. Applicationes Mathematicae, Tome 20 (1988) no. 2, pp. 171-184. doi: 10.4064/am-20-2-171-184
Cité par Sources :