The maximum average gain in a sequence of bernoulli games

American Mathematical Monthly

Volumn 115, Issue 10, 2008, Pages 902-910

  Stadje, Wolfgang ^a  

^a UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 58149250451     PISSN: 00029890     EISSN: None     Source Type: Journal    
DOI: 10.1080/00029890.2008.11920608     Document Type: Article

References (9)

1. L. Ahlfors, Complex Analysis, 2nd ed., McGraw Hill, New York, 1986.
2. Y. S. Chow, H. Robbins, and D. Siegmund, The Theory of Optimal Stoppping, Dover, New York, 1991; corrected reprint of 1st ed. (1971).
3. D. A. Darling, Contribution to the optimal stopping problem, Z. Wahrscheinlichkeitstheorie Verw. Geb. 70 (1985) 525-533.
4. -, Convergence rates for iterative solutions to optimal stopping problems, in Adaptive Statistical Procedures and Related Topics, IMS Lecture Notes and Monographs Series 8 (1985) 18-28.
5. A. W. F. Edwards, Pascal's problem: The 'gambler's ruin,' Int. Stat. Rev. 51 (1983) 73-79.
6. W. Feller, An Introduction to Probability Theory and Its Applications, vol. 1, 3rd ed., Wiley, New York, 1968.
7. -, An Introduction to Probability Theory and Its Applications, vol. 2, 2nd ed., Wiley, New York, 1971.
8. T. P. Hill and R. P. Kertz, A survey of prophet inequalities in optimal stopping theory, Contemp. Math. 125 (1992) 191-207.
9. B. L. van der Waerden, Algebra, vol. 1, Springer, New York, 1991.