par Bruss, F Thomas 
Référence Annals of probability, 28, 3, page (1384-1391)
Publication Publié, 2000-07
Référence Annals of probability, 28, 3, page (1384-1391)
Publication Publié, 2000-07
Article révisé par les pairs
| Résumé : | The objective of this paper is to present two theorems which are directly applicable to optimal stopping problems involving independent indicator functions. The proofs are elementary. One implication of the results is a convenient solution algorithm to obtain the optimal stopping rule and the value. We will apply it to several examples of sequences of independent indicators, including sequences of random length. Another interesting implication of the results is that the well-known asymptotic value 1/e for the classical best-choice problem is in fact a typical lower bound in a much more general class of problems. |
