Compare the ratio of symmetric polynomials of odds to one and stop

Tomomi Matsui, Katsunori Ano

研究成果: Article

抄録

In this paper we deal with an optimal stopping problem whose objective is to maximize the probability of selecting k out of the last l successes, given a sequence of independent Bernoulli trials of length N, where k and l are predetermined integers satisfying 1≤k≤l<N. This problem includes some odds problems as special cases, e.g. Bruss' odds problem, Bruss and Paindaveine's problem of selecting the last l successes, and Tamaki's multiplicative odds problem for stopping at any of the last m successes. We show that an optimal stopping rule is obtained by a threshold strategy. We also present the tight lower bound and an asymptotic lower bound for the probability of a win. Interestingly, our asymptotic lower bound is attained by using a variation of the well-known secretary problem, which is a special case of the odds problem. Our approach is based on the application of Newton's inequalities and optimization technique, which gives a unified view to the previous works.

元の言語English
ページ(範囲)12-22
ページ数11
ジャーナルJournal of Applied Probability
54
発行部数1
DOI
出版物ステータスPublished - 2017 3 1

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Polynomials
Lower bounds

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

これを引用

Compare the ratio of symmetric polynomials of odds to one and stop. / Matsui, Tomomi; Ano, Katsunori.

:: Journal of Applied Probability, 巻 54, 番号 1, 01.03.2017, p. 12-22.

研究成果: Article

Matsui, Tomomi ; Ano, Katsunori. / Compare the ratio of symmetric polynomials of odds to one and stop. :: Journal of Applied Probability. 2017 ; 巻 54, 番号 1. pp. 12-22.
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