Sum the odds to one and stop
Sum the odds to one and stop
复制标题
将赔率加起来为一并停止
DOI：
10.1214/aop/1019160340
复制
发表时间：
2000
影响因子：
2.3
通讯作者：
F. Bruss
中科院分区：
文献类型：
--
作者：
F. Bruss
本文的目的是提出两个定理，这是直接适用于最佳停止问题，涉及独立的指标功能。证明是基本的。结果的一个含义是一个方便的解决算法，以获得最佳的停止规则和价值。我们将把它应用到几个独立指标序列的例子中，包括随机长度的序列。结果的另一个有趣的含义是，经典最佳选择问题的著名渐近值1/e实际上是一个典型的下界在更一般的一类问题。
The objective of this paper is to present two theorems which are directly applicable to optimal stopping problems involving independent indicator functions. The proofs are elementary. One implication of the results is a convenient solution algorithm to obtain the optimal stopping rule and the value. We will apply it to several examples of sequences of independent indicators, including sequences of random length. Another interesting implication of the results is that the well-known asymptotic value 1/e for the classical best-choice problem is in fact a typical lower bound in a much more general class of problems.