APPROXIMATIONS TO OPTIMAL STOPPING RULES FOR EXPONENTIAL RANDOM-VARIABLES

被引：7

作者：

MARTINSEK, AT

机构：

来源：

ANNALS OF PROBABILITY | 1984年 / 12卷 / 03期

关键词：

D O I：

10.1214/aop/1176993236

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：876 / 881

页数：6

共 50 条

[1] OPTIMAL STOPPING OF INDEPENDENT RANDOM-VARIABLES AND MAXIMIZING PROPHETS
KENNEDY, DP
[J]. ANNALS OF PROBABILITY, 1985, 13 (02): : 566 - 571
[2] NOTE ON OPTIMAL STOPPING OF SUMS OF INDEPENDENT RANDOM-VARIABLES
BOJDECKI, T
[J]. BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES MATHEMATIQUES ASTRONOMIQUES ET PHYSIQUES, 1977, 25 (08): : 833 - 837
[3] OPTIMAL STOPPING PROBLEM FOR SUMS OF DICHOTOMOUS RANDOM-VARIABLES
CHERNOFF, H
PETKAU, AJ
[J]. ANNALS OF PROBABILITY, 1976, 4 (06): : 875 - 889
[4] MAXIMIN OPTIMAL STOPPING FOR NORMALLY DISTRIBUTED RANDOM-VARIABLES
PETRUCCELLI, JD
[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1985, 47 (FEB): : 36 - 46
[5] GENERATING EXPONENTIAL RANDOM-VARIABLES
MARSAGLIA, G
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 : 899 - &
[6] SUM OF EXPONENTIAL RANDOM-VARIABLES
DEMARET, JC
GARCET, A
[J]. AEU-INTERNATIONAL JOURNAL OF ELECTRONICS AND COMMUNICATIONS, 1977, 31 (11): : 445 - 448
[7] GENERATING EXPONENTIAL RANDOM-VARIABLES
MARSAGLIA, G
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 (03): : 899 - 900
[8] PROPHET REGIONS FOR LOOK-AHEAD STOPPING RULES FOR BOUNDED RANDOM-VARIABLES
BOSHUIZEN, F
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 1989, 7 (03) : 261 - 271
[9] AN OPTIMAL STOPPING PROBLEM WITH FINITE-HORIZON FOR SUMS OF IID RANDOM-VARIABLES
STADJE, W
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1987, 26 (01) : 107 - 121
[10] THE ASYMPTOTIC-BEHAVIOR OF THE REWARD SEQUENCE IN THE OPTIMAL STOPPING OF IID RANDOM-VARIABLES
KENNEDY, DP
KERTZ, RP
[J]. ANNALS OF PROBABILITY, 1991, 19 (01): : 329 - 341

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