National Changhua University of Education Institutional Repository : Item 987654321/16709

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NCUEIR > College of Science > math > Periodical Articles > Item 987654321/16709

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:	[math] Periodical Articles

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