One step further : an explicit solution to Robbins’ problem when n = 4
Mathematica Applicanda (2016)
- Volume: 44, Issue: 1
- ISSN: 1730-2668
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topRémi Dendievel, and Yvik Swan. "One step further : an explicit solution to Robbins’ problem when n = 4." Mathematica Applicanda 44.1 (2016): null. <http://eudml.org/doc/292649>.
@article{RémiDendievel2016,
abstract = {Let X1,X2, . . . ,Xn be independent random variables drawn from the uniform distribution on [0, 1]. A decision maker is shown the variables sequentially and, after each observation, must decide whether or not to keep the current one, with payoff being the overall rank of the selected observation. Decisions are final: no recall is allowed. The objective is to minimize the expected payoff. In this note we give the explicit solution to this problem, known as Robbins' problem of optimal stopping, when n = 4.},
author = {Rémi Dendievel, Yvik Swan},
journal = {Mathematica Applicanda},
keywords = {uniform distribution, optimal stopping},
language = {eng},
number = {1},
pages = {null},
title = {One step further : an explicit solution to Robbins’ problem when n = 4},
url = {http://eudml.org/doc/292649},
volume = {44},
year = {2016},
}
TY - JOUR
AU - Rémi Dendievel
AU - Yvik Swan
TI - One step further : an explicit solution to Robbins’ problem when n = 4
JO - Mathematica Applicanda
PY - 2016
VL - 44
IS - 1
SP - null
AB - Let X1,X2, . . . ,Xn be independent random variables drawn from the uniform distribution on [0, 1]. A decision maker is shown the variables sequentially and, after each observation, must decide whether or not to keep the current one, with payoff being the overall rank of the selected observation. Decisions are final: no recall is allowed. The objective is to minimize the expected payoff. In this note we give the explicit solution to this problem, known as Robbins' problem of optimal stopping, when n = 4.
LA - eng
KW - uniform distribution, optimal stopping
UR - http://eudml.org/doc/292649
ER -
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