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Probability maximizing approach to optimal stopping and its application to a disorder problem

 

作者: Tomasz Bojdecki,  

 

期刊: Stochastics  （Taylor Available online 1980）
卷期: Volume 3, issue 1-4  

页码: 61-71

 

ISSN:0090-9491

 

年代: 1980

 

DOI:10.1080/17442507908833137

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In this paper an optimal stopping problem is formulated, concerned with maximizing the probability of a certain event. Necessary and sufficient conditions for existence of an optimal stopping rule are obtained. The results are then applied to a version of the discrete-time “disorder problem”

 

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