Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 150-152
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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/
@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/}
}
TY - JOUR
AU - E. B. Dynkin
TI - Sufficient statistics for the optimal stopping problem
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1968
SP - 150
EP - 152
VL - 13
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a10/
LA - ru
ID - TVP_1968_13_1_a10
ER -
%0 Journal Article
%A E. B. Dynkin
%T Sufficient statistics for the optimal stopping problem
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1968
%P 150-152
%V 13
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a10/
%G ru
%F TVP_1968_13_1_a10
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.
