On Asymptotics of Optimal Stopping Times
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward. In this analysis, we obtained asymptotic expressions for the expectation and...
| Published in: | Mathematics |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/2/194 |