The maximum probability method in problems of sequential analysis

Tomasz Bojdecki

Mathematica Applicanda (1982)

  • Volume: 10, Issue: 21
  • ISSN: 1730-2668

Abstract

top
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].

How to cite

top

Tomasz Bojdecki. "The maximum probability method in problems of sequential analysis." Mathematica Applicanda 10.21 (1982): null. <http://eudml.org/doc/293261>.

@article{TomaszBojdecki1982,
abstract = {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].},
author = {Tomasz Bojdecki},
journal = {Mathematica Applicanda},
keywords = {Optimal stopping, stopping time},
language = {eng},
number = {21},
pages = {null},
title = {The maximum probability method in problems of sequential analysis},
url = {http://eudml.org/doc/293261},
volume = {10},
year = {1982},
}

TY - JOUR
AU - Tomasz Bojdecki
TI - The maximum probability method in problems of sequential analysis
JO - Mathematica Applicanda
PY - 1982
VL - 10
IS - 21
SP - null
AB - 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].
LA - eng
KW - Optimal stopping, stopping time
UR - http://eudml.org/doc/293261
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.