- Tytuł:
- The maximum probability method in problems of sequential analysis
- Autorzy:
- Bojdecki, Tomasz
- Powiązania:
- https://bibliotekanauki.pl/articles/747852.pdf
- Data publikacji:
- 1982
- Wydawca:
- Polskie Towarzystwo Matematyczne
- Tematy:
- Optimal stopping, stopping time
- Opis:
- The author considers the following probability maximizing approach in optimal stopping. As an example of the problem considered the author solves a disorder problem for a sequence of independent random variables. By analogous methods, a version of the general problem is solved for independent random variables appearing according to a renewal process. The paper contains a collection of results obtained by the author in earlier papers [Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys. 25 (1977), no. 8, 833–837; MR0468065; Stochastic Process. Appl. 6 (1977/78), no. 2, 153–163; MR0468066; Bol. Soc. Mat. Mexicana (2) 22 (1977), no. 1, 35–40; MR0651552; Stochastics 3 (1979), no. 1, 61–71; MR0546700].
- Źródło:
-
Mathematica Applicanda; 1982, 10, 21
1730-2668
2299-4009 - Pojawia się w:
- Mathematica Applicanda
- Dostawca treści:
- Biblioteka Nauki
Artykuł