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On Asymptotic Properties of Optimal Stopping Time. / Mazalov, V. V.; Peshkov, N. V.

In: Theory of Probability Its Applications, Vol. 48, No. 3, 2004, p. 549-555.

Research output: Contribution to journal › Article › peer-review

Harvard

Mazalov, VV & Peshkov, NV 2004, 'On Asymptotic Properties of Optimal Stopping Time', Theory of Probability Its Applications, vol. 48, no. 3, pp. 549-555. https://doi.org/10.1137/S0040585X97980580

APA

Mazalov, V. V., & Peshkov, N. V. (2004). On Asymptotic Properties of Optimal Stopping Time. Theory of Probability Its Applications, 48(3), 549-555. https://doi.org/10.1137/S0040585X97980580

Vancouver

Mazalov VV, Peshkov NV. On Asymptotic Properties of Optimal Stopping Time. Theory of Probability Its Applications. 2004;48(3):549-555. https://doi.org/10.1137/S0040585X97980580

Author

Mazalov, V. V. ; Peshkov, N. V. / On Asymptotic Properties of Optimal Stopping Time. In: Theory of Probability Its Applications. 2004 ; Vol. 48, No. 3. pp. 549-555.

BibTeX

@article{4fb66f6cbc854ac7a9f4bfc186a10c3f,
title = "On Asymptotic Properties of Optimal Stopping Time",
abstract = "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 bf EtauN3, bf DtauN/18.",
author = "Mazalov, {V. V.} and Peshkov, {N. V.}",
year = "2004",
doi = "10.1137/S0040585X97980580",
language = "English",
volume = "48",
pages = "549--555",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "3",

}

RIS

TY - JOUR

T1 - On Asymptotic Properties of Optimal Stopping Time

AU - Mazalov, V. V.

AU - Peshkov, N. V.

PY - 2004

Y1 - 2004

N2 - 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 bf EtauN3, bf DtauN/18.

AB - 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 bf EtauN3, bf DtauN/18.

U2 - 10.1137/S0040585X97980580

DO - 10.1137/S0040585X97980580

M3 - Article

VL - 48

SP - 549

EP - 555

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 3

ER -

ID: 134300991