Автор |
Boshuizen, Frans A. |
Дата выпуска |
1994 |
dc.description |
A general framework for optiinal stopping problems associated with multivariate point processes is presented. Such problems arise. for example. in finding optimal selection/detection strategies in discovering new species, error detection and job search problems. The optimal stopping problem is solved in a finite and an infinite horizon setting. and various special models are coilsidered. It turns out that in regenerative type of modlels where the interarrival time distribtutions have properties known from reliability theory. such as NBUE, IFR and DFR, the optimal stopping times have appealirig properties. |
Формат |
application.pdf |
Издатель |
Marcel Dekker, Inc. |
Копирайт |
Copyright Taylor and Francis Group, LLC |
Тема |
optiinal stopping |
Тема |
multiariate point process |
Тема |
Semi Markov renewal sequence |
Тема |
Markov point process |
Тема |
order statistics point process |
Тема |
error detection |
Тема |
discovering new species |
Тема |
job sparch |
Название |
A general framework for optimal stopping problems associated with multivariate point processes, and applications |
Тип |
research-article |
DOI |
10.1080/07474949408836314 |
Electronic ISSN |
1532-4176 |
Print ISSN |
0747-4946 |
Журнал |
Sequential Analysis |
Том |
13 |
Первая страница |
351 |
Последняя страница |
365 |
Аффилиация |
Boshuizen, Frans A.; Econometric Institute, Erasmus University |
Выпуск |
4 |
Библиографическая ссылка |
Alsmeyer, G. 1989. Optimal strategies for discovering new species in continuous time. J. Appl. Prob., 26: 695–706. |
Библиографическая ссылка |
Boshuizen, F. A. and Gouweleeuw, J.M. 1993. General optimal stopping theorems for semi-Markov processes. J. Appl. Prob., 25: 825–846. |
Библиографическая ссылка |
Brémaud, P. 1981. Point processes and queues; Martingale dynamzcs, New York: Springer Verlag. |
Библиографическая ссылка |
Neveu, J. 1975. Discrete-parameter martingales, Amsterdam/Oxford: North-Holland Publishing company. |
Библиографическая ссылка |
Rasmussen, S. and Starr, N. 1979. Optimal and adaptive stopping in the search for new species. J Amer Statzst Assoc, 74: 661–667. |
Библиографическая ссылка |
Starr, N. and Wardrop, M. 1976. Estimating a mean from delayed observations. Z.W., 35: 103–113. |
Библиографическая ссылка |
Stadje, W. 1991. A new continuous-time search model. J Appl Prob, 28: 771–778. |