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Authors: Clarkson, Eric Denny, J. L. Shepp, Larry
Citation: Clarkson, Eric et al., ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz, Annals of applied probability , 19(1), 2009, pp. 467-476

Authors: Shepp, Larry Shiryaev, A. N.
Citation: Shepp, Larry et N. Shiryaev, A., The Russian Option: Reduced Regret, Annals of applied probability , 3(3), 1993, pp. 631-640
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