  We introduce a variant of Shepp's classical urn problem in which the optimal
stopper does not know whether sampling from the urn is done with or without
replacement. By considering the problem's continuous-time analog, we provide
bounds on the value function and in the case of a balanced urn (with an equal
number of each ball type) an explicit solution is found. Surprisingly, the
optimal strategy for the balanced urn is the same as in the classical urn
problem.
