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Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/16709

Title: Stopping at the Last Renewal Up to a Terminal Time
Authors: Hsiau, Shoou-Ren
Contributors: 數學系
Keywords: Last renewal;Monotone case;Optimal stopping rule;Renewal process
Date: 2007
Issue Date: 2013-06-05T07:41:09Z
Publisher: Institute of Statistical Science
Abstract: Given a renewal process and a fixed terminal time , we want to find a strategy that maximizes the probability of stopping, without recall, at the last renewal up to . We give a simple criterion to guarantee that the optimal strategy is of threshold type. This simple criterion is applied to several cases, including a problem of optimal stopping on patterns discussed in Bruss and Louchard (2003).
Relation: Statistica Sinica, 17(2): 725-733
Appears in Collections:[數學系] 期刊論文

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