A Control Problem Arising in the Sequential Design of Experiments
Lalley, S. P. ; Lorden, G.
Ann. Probab., Tome 14 (1986) no. 4, p. 136-172 / Harvested from Project Euclid
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Publié le : 1986-01-14
Classification:  Controlled random walk,  first passage problem,  martingale,  60G40,  93E20 
@article{1176992620,
     author = {Lalley, S. P. and Lorden, G.},
     title = {A Control Problem Arising in the Sequential Design of Experiments},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 136-172},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992620}
}

Lalley, S. P.; Lorden, G. A Control Problem Arising in the Sequential Design of Experiments. Ann. Probab., Tome 14 (1986) no. 4, pp.  136-172. http://gdmltest.u-ga.fr/item/1176992620/