AN OPTIMAL STOPPING PROBLEM ON TREE - Collections

＜journal article＞
AN OPTIMAL STOPPING PROBLEM ON TREE

Creator	Creator Name Hisano, Hiroshi 久野, 洋 Affiliation Affiliation Name Department of Information, Tohwa University 東和大学情報学科
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2007-12
Source Title	Bulletin of informatics and cybernetics
Vol	39
First Page	45
Last Page	57
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/16773
Related DOI	Bulletin of informatics and cybernetics \|\| 39 \|\| p45-57
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 39 \|\| p45-57
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 39 \|\| p45-57
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	This paper deals with an optimal stopping problem where both transition weights and terminal rewards are given on tree with a root. It is shown that the optimal stopping rule can be constructed by bac...kward induction. It is also clarified that there is no need to take into the consideration the condition that not only the terminal rewards but also transition weights should be "positive".show more

File	FileType	Size	Views	Description
bic039_p045	pdf	213 KB	369

PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	16773
Peer-Reviewed	Refereed
Subject Terms	Node
	Optimal stopping
	Principle of alternate optimality
	Stopping rule
	Tree
Type	学術雑誌論文
Created Date	2010.03.11
Modified Date	2020.10.22