论文信息 - A multiple optimal stopping rule for sums of independent random variables

A multiple optimal stopping rule for sums of independent random variables

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.

M. L. Nikolaev | G. Sofronov | G. Yu Sofronov

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