RISK MINIMIZATION IN OPTIMAL STOPPING PROBLEM AND APPLICATIONS

スポンサーリンク

概要

• 論文の詳細を見る

• We consider an optimal stopping problem with a discrete time stochastic process where a criterion is a threshold probability. We first obtain the fundamental characterization of an optimal value and an optimal stopping time as the result of the classical optimal stopping problem, but the optimal value and the optimal stopping time depend upon a threshold value We also give the properties of the optimal value with respect to threshold value These are applied to a secretary problem, a parking problem and job search problems and we explicitly find an optimal value and an optimal stopping time for each problem

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Ohtsubo Yoshio

  Kochi University

関連論文

• RISK MINIMIZATION IN OPTIMAL STOPPING PROBLEM AND APPLICATIONS

スポンサーリンク