Skip to main content
SpringerLink
Log in
Menu
Find a journal Publish with us Track your research
Search
Cart
  1. Home
  2. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
  3. Article

On optimal stopping rules

  • Published: January 1963
  • Volume 2, pages 33–49, (1963)
  • Cite this article
Download PDF
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete Aims and scope Submit manuscript
On optimal stopping rules
Download PDF
  • Y. S. Chow1 &
  • Herbert Robbins1 
  • 535 Accesses

  • 76 Citations

  • 3 Altmetric

  • Explore all metrics

Article PDF

Download to read the full article text

Use our pre-submission checklist

Avoid common mistakes on your manuscript.

References

  1. Chow, Y. S., and H. Robbins: A martingale system theorem and applications. Proc. Fourth Berkeley Symposium on Math. Stat. and Prob. 1, 93–104 (1961).

    Google Scholar 

  2. Loève, M.: Probability theory. Van Nostrand 1960.

  3. Arrow, K. J., D. Blackwell and M. A. Girshick: Bayes and minimax solutions of sequential decision problems. Econometrica 17, 213–244 (1949).

    Google Scholar 

  4. Knopp, K.: Theory and applications of infinite series. Blackie 1928.

  5. Macqueen, J., and R. G. Hiller, Jr.: Optimal persistence policies. J. Oper. Res. Soc. America 8, 362–380 (1960).

    Google Scholar 

  6. Derman, C., and J. Sacks: Replacement of periodically inspected equipment. Naval Res. Logist. Quart. 7, 597–607 (1960).

    Google Scholar 

  7. Sakaguchi, M.: Dynamic programming of some sequential sampling designs. Jour. Math. Analysis and Applications 2, 446–466 (1961).

    Google Scholar 

  8. Wald, A., and J. Wolfowitz: Optimum character of the sequential probability ratio test. Ann. Math. Stat. 19, 326–339 (1948).

    Google Scholar 

  9. — —: Bayes solutions of sequential decision problems. Ann. Math. Stat. 21, 82–99 (1950).

    Google Scholar 

  10. Blackwell, D., and M. A. Girshick: Theory of games and statistical decisions. Wiley 1954.

  11. Weiss, L.: Statistical decision theory. McGraw-Hill 1960.

  12. Snell, J. L.: Application of martingale system theorems. Trans. Amer. Math. Soc. 73, 293–312 (1952).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Dept. of Mathematical Statistics, Columbia University, New York 27, N.Y., USA

    Y. S. Chow & Herbert Robbins

Authors
  1. Y. S. Chow
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Herbert Robbins
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Research supported in part by National Science Foundation Grant NSF-G14146 at Columbia University.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chow, Y.S., Robbins, H. On optimal stopping rules. Z. Wahrscheinlichkeitstheorie verw Gebiete 2, 33–49 (1963). https://doi.org/10.1007/BF00535296

Download citation

  • Received: 15 October 1962

  • Issue Date: January 1963

  • DOI: https://doi.org/10.1007/BF00535296

Share this article

Anyone you share the following link with will be able to read this content:

Sorry, a shareable link is not currently available for this article.

Provided by the Springer Nature SharedIt content-sharing initiative

Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
Use our pre-submission checklist

Avoid common mistakes on your manuscript.

Advertisement

Search

Navigation

  • Find a journal
  • Publish with us
  • Track your research

Discover content

  • Journals A-Z
  • Books A-Z

Publish with us

  • Publish your research
  • Open access publishing

Products and services

  • Our products
  • Librarians
  • Societies
  • Partners and advertisers

Our imprints

  • Springer
  • Nature Portfolio
  • BMC
  • Palgrave Macmillan
  • Apress
  • Your US state privacy rights
  • Accessibility statement
  • Terms and conditions
  • Privacy policy
  • Help and support

5.135.140.155

Not affiliated

Springer Nature

© 2024 Springer Nature