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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 20, 1989 - Issue 4
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Original Articles

Best choice problem for diserete bandom variables

Pages 517-521 | Received 01 Oct 1987, Published online: 27 Jun 2007

References

  • Bojdecki , T . 1979 . On optimal stopping of a sequence of independent random variables . Stoch. Proc. Appl , 6 : 153 – 163 .
  • Chow , Y.S , Robbins , H and Stegmund , D . 1971 . Great Expectations: The Theory of Optimal Stopping , Boston : Houghton Miffin .
  • Gilbert , J and Mosteluer , F . 1966 . Recognizing the maximum of a sequence . JASA , 61 : 35 – 73 .
  • Shiryaev , A . 1976 . Statistical Scquential Analysis , Moscov : Nauka . in Russian

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