AN OPTIMAL STOPPING PROBLEM ON TREE
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概要
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This paper deals with an optimal stopping problem where both transition weights and terminal rewards are given on tree with a root. It is shown that the optimal stopping rule can be constructed by backward induction. It is also clarified that there is no need to take into the consideration the condition that not only the terminal rewards but also transition weights should be "positive".
- Research Association of Statistical Sciencesの論文
- 2007-12-00
Research Association of Statistical Sciences | 論文
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- A FAMILY OF REGRESSION MODELS HAVING PARTIALLY ADDITIVE AND MULTIPLICATIVE COVARIATE STRUCTURE
- AN OPTIMAL STOPPING PROBLEM ON TREE
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