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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 1, Pages 150–152 (Mi tvp799)

This article is cited in 1 paper

Short Communications

Sufficient statistics for the optimal stopping problem

E. B. Dynkin

Moscow

Abstract: A general theorem on sufficient statistics for the optimal stopping problem is proved. It is applied to the case of sums of independent random vectors and exponential gains.

Received: 25.07.1967


 English version:
Theory of Probability and its Applications, 1968, 13:1, 152–153

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