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Diskretnaya Matematika, 2007, Volume 19, Issue 4, Pages 42–51
DOI: https://doi.org/10.4213/dm976 (Mi dm976) 		 
This article is cited in 12 scientific papers (total in 12 papers)

A multiple optimal stopping rule for sums of independent random variables

M. L. Nikolaev, G. Yu. Sofronov
Full-text PDF (128 kB) Citations (12)
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DOI: https://doi.org/10.4213/dm976
Abstract: We consider multiple optimal stopping rules for a finite (with horizon $N$) sequence of independent random variables. We are interested in finding a stopping rule which maximises the expected sum of $k$, $1<k<N$, observations. The optimal stopping rule and the value of the game are obtained. This result can be applied in the house-selling problem and in behavioural ecology problems.
Received: 14.03.2007
English version:
Discrete Mathematics and Applications, 2007, Volume 17, Issue 5, Pages 463–473
DOI: https://doi.org/10.1515/dma.2007.037
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: M. L. Nikolaev, G. Yu. Sofronov, “A multiple optimal stopping rule for sums of independent random variables”, Diskr. Mat., 19:4 (2007), 42–51; Discrete Math. Appl., 17:5 (2007), 463–473
Citation in format AMSBIB
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\by M.~L.~Nikolaev, G.~Yu.~Sofronov
\paper A multiple optimal stopping rule for sums of independent random variables
\jour Diskr. Mat.
\yr 2007
\vol 19
\issue 4
\pages 42--51
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\crossref{https://doi.org/10.4213/dm976}
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\zmath{https://zbmath.org/?q=an:05233558}
\elib{https://elibrary.ru/item.asp?id=9917187}
\transl
\jour Discrete Math. Appl.
\yr 2007
\vol 17
\issue 5
\pages 463--473
\crossref{https://doi.org/10.1515/dma.2007.037}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-37049018276}
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    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Дискретная математика
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    References:49
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