On asymptotic properties of optimal stopping
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 583-589 Cet article a éte moissonné depuis la source Math-Net.Ru

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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 $E\tau_N\approx N/3$, $D\tau_N\approx N^2/18$.
Keywords: optimal stopping time, asymptotic properties, full information.
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V. V. Mazalov; N. V. Peshkov. On asymptotic properties of optimal stopping. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 583-589. http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a8/

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