Geodesic
On asymptotic properties of optimal stopping
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 583-589

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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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     author = {V. V. Mazalov and N. V. Peshkov},
     title = {On asymptotic properties of optimal stopping},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {583--589},
     publisher = {mathdoc},
     volume = {48},
     number = {3},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a8/}
}
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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/