Los valores del juego de parada óptima para medias aritméticas de variables de Bernoulli
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| Autori: | , |
|---|---|
| Format: | artículo original |
| Status: | Versión publicada |
| Datum izdanja: | 2003 |
| Opis: | We study optimal stopping problems for generalized averages of identically distributed Bernoulli variables, taking values in the set D = {d0, d1}. We obtain a recurrent formula in the finite horizon case, which gives the value of the game in terms of associated problems of smaller horizon. This allows us to create algorithms for computing the value of the game, as well as the optimal stopping time in these cases. Moreover, we present a series of aplicattions to the study of properties of the value as a function of the parameters. |
| Zemlja: | Portal de Revistas UCR |
| Institucija: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Jezik: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/225 |
| Online pristup: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/225 |
| Ključna riječ: | Stopping times problems generalized means stopping times decomposition sufficient class of stopping times recurrence formulas Bernoulli variables Problemas de parada óptima promedios generalizados descomposición de tiempos de parada clase suficiente de tiempos de parada fórmulas de recurrencia variables de Bernoulli |