A note on the full-information poisson arrival selection problem

Aiko Kurushima, Katsunori Ano

研究成果: Article

2 引用 (Scopus)

抄録

This note studies a Poisson arrival selection problem for the full-information case with an unknown intensity λ which has a Gamma prior density G(r, 1/a), where a > 0 and r is a natural number. For the no-information case with the same setting, the problem is monotone and the one-step look-ahead rule is an optimal stopping rule; in contrast, this note proves that the full-information case is not a monotone stopping problem.

元の言語English
ページ(範囲)1147-1154
ページ数8
ジャーナルJournal of Applied Probability
40
発行部数4
DOI
出版物ステータスPublished - 2003 12
外部発表Yes

Fingerprint

Stopping rule
Optimal stopping

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

これを引用

A note on the full-information poisson arrival selection problem. / Kurushima, Aiko; Ano, Katsunori.

:: Journal of Applied Probability, 巻 40, 番号 4, 12.2003, p. 1147-1154.

研究成果: Article

Kurushima, Aiko ; Ano, Katsunori. / A note on the full-information poisson arrival selection problem. :: Journal of Applied Probability. 2003 ; 巻 40, 番号 4. pp. 1147-1154.
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