A general framework for optimal stopping problems associated with multivariate point processes, and applications
作者:
Frans A. Boshuizen,
期刊:
Sequential Analysis
(Taylor Available online 1994)
卷期:
Volume 13,
issue 4
页码: 351-365
ISSN:0747-4946
年代: 1994
DOI:10.1080/07474949408836314
出版商: Marcel Dekker, Inc.
关键词: optiinal stopping;multiariate point process;Semi Markov renewal sequence;Markov point process;order statistics point process;error detection;discovering new species;job sparch
数据来源: Taylor
摘要:
A general framework for optiinal stopping problems associated with multivariate point processes is presented. Such problems arise. for example. in finding optimal selection/detection strategies in discovering new species, error detection and job search problems. The optimal stopping problem is solved in a finite and an infinite horizon setting. and various special models are coilsidered. It turns out that in regenerative type of modlels where the interarrival time distribtutions have properties known from reliability theory. such as NBUE, IFR and DFR, the optimal stopping times have appealirig properties.
点击下载:
PDF (2214KB)
返 回