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Asymptotics of the boundaries in one non-linear optimal stopping problem. (English. Russian original) Zbl 1445.62209
Russ. Math. Surv. 75, No. 2, 380-382 (2020); translation from Usp. Mat. Nauk 75, No. 2, 193-194 (2020).
MSC:
62L15 Optimal stopping in statistics
60G22 Fractional processes, including fractional Brownian motion
60G40 Stopping times; optimal stopping problems; gambling theory
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References:
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[12] А. А. Муравлёв 2013 УМН68 3(411) 193-194
[13] English transl A. A. Muravlev 2013 Russian Math. Surveys68 3 577-579 · Zbl 1294.62173
[14] A. Muravlev and M. Zhitlukhin 2018 A Bayesian sequential test for the drift of a fractional Brownian motion 1804.02757 13 pp.
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[18] English transl. A. N. Shiryaev 1967 Cybernetics3 2 63-69
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[20] English transl. A. N. Shiryaev 2018 Russian Math. Surveys73 1 169-171 · Zbl 1429.60064
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