Optimal stopping of the maximum of an observed sequence over an order statistic of an unobserved sequence

Zdzisław Porosiński. "Optimal stopping of the maximum of an observed sequence over an order statistic of an unobserved sequence." Mathematica Applicanda 15.29 (1987): null. <http://eudml.org/doc/293500>.

@article{ZdzisławPorosiński1987,
abstract = {In this paper an optimal stopping problem is considered. Only one of two sequences of random variables which are independent copies of a known continuously distributed random variable is observed. It is necessary to stop the observation at the moment in which at most k values of the unobserved sequence are greater than the observed maximum, with maximal probability. The optimal stopping rule for the finite length of the observation is obtained.},
author = {Zdzisław Porosiński},
journal = {Mathematica Applicanda},
keywords = {Stopping times, optimal stopping problems, gambling theory; Optimal stopping},
language = {eng},
number = {29},
pages = {null},
title = {Optimal stopping of the maximum of an observed sequence over an order statistic of an unobserved sequence},
url = {http://eudml.org/doc/293500},
volume = {15},
year = {1987},
}

TY - JOUR
AU - Zdzisław Porosiński
TI - Optimal stopping of the maximum of an observed sequence over an order statistic of an unobserved sequence
JO - Mathematica Applicanda
PY - 1987
VL - 15
IS - 29
SP - null
AB - In this paper an optimal stopping problem is considered. Only one of two sequences of random variables which are independent copies of a known continuously distributed random variable is observed. It is necessary to stop the observation at the moment in which at most k values of the unobserved sequence are greater than the observed maximum, with maximal probability. The optimal stopping rule for the finite length of the observation is obtained.
LA - eng
KW - Stopping times, optimal stopping problems, gambling theory; Optimal stopping
UR - http://eudml.org/doc/293500
ER -