On Asymptotics of Optimal Stopping Times

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward. In this analysis, we obtained asymptotic expressions for the expectation and...

詳細記述

書誌詳細

出版年:	Mathematics
主要な著者:	Hugh N. Entwistle, Christopher J. Lustri, Georgy Yu. Sofronov
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2022-01-01
主題:	sequential decision analysis optimal stopping secretary problems asymptotic approximations
オンライン･アクセス:	https://www.mdpi.com/2227-7390/10/2/194