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题名: Stopping at the Last Renewal Up to a Terminal Time
作者: Hsiau, Shoou-Ren
贡献者: 數學系
关键词: Last renewal;Monotone case;Optimal stopping rule;Renewal process
日期: 2007
上传时间: 2013-06-05T07:41:09Z
出版者: Institute of Statistical Science
摘要: 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).
關聯: Statistica Sinica, 17(2): 725-733
显示于类别:[數學系] 期刊論文


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