Sufficient statistics for the optimal stopping problem
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 150-152
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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.
@article{TVP_1968_13_1_a10,
author = {E. B. Dynkin},
title = {Sufficient statistics for the optimal stopping problem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {150--152},
year = {1968},
volume = {13},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a10/}
}
E. B. Dynkin. Sufficient statistics for the optimal stopping problem. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 150-152. http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a10/