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Optimal stopping of observations in control problems for random walks. (English. Russian original) Zbl 0741.60032

Theory Probab. Appl. 35, No. 4, 746-753 (1991); translation from Teor. Veroyatn. Primen. 35, No. 4, 669-676 (1990).
See the review in Zbl 0713.60055.

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
91A15 Stochastic games, stochastic differential games
60G50 Sums of independent random variables; random walks

Citations:

Zbl 0713.60055
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