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Prophet regions for look-ahead stopping rules for bounded random variables

 

作者: Frans Boshuizen,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1989）
卷期: Volume 7, issue 3  

页码: 261-271

 

ISSN:0736-2994

 

年代: 1989

 

DOI:10.1080/07362998908809181

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Letbe a sequence of random variables taking values in [0,1]. A complete comparison is given of optimal stopping valuesin case thatare independent and arbitrary-dependent random variables respectively. Extentions of the results to optimal stopping values for infinite sequences of random variables are also obtained

 

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