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Optimal Stopping of a Random Sequence with Unknown Distribution
Alexander Goldenshluger
, Assaf Zeevi
Department of Statistics
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Keyphrases
Unknown Distribution
100%
Stopping Rule
100%
Relative Regret
100%
Optimal Stopping
100%
First-order
50%
Nonparametric
50%
Distributional Information
50%
Rate-optimal
50%
Asymptotically Optimal
50%
Distribution Class
50%
Identically Distributed Random Variables
50%
Stopping Problem
50%
Relative Rank
50%
Numerical Experiments
50%
Numerical Solution
50%
Proposed Rules
50%
Mathematics
Random Sequence
100%
Stopping Rule
100%
Numerical Experiment
50%
Numerical Solution
50%
Random Variable
50%