Geodesic
The maximum probability method in problems of sequential analysis
Mathematica Applicanda, Tome 10 (1982) no. 21, pp. 5-37.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

The author considers the following probability maximizing approach in optimal stopping. As an example of the problem considered the author solves a disorder problem for a sequence of independent random variables. By analogous methods, a version of the general problem is solved for independent random variables appearing according to a renewal process. The paper contains a collection of results obtained by the author in earlier papers [Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys. 25 (1977), no. 8, 833–837; MR0468065; Stochastic Process. Appl. 6 (1977/78), no. 2, 153–163; MR0468066; Bol. Soc. Mat. Mexicana (2) 22 (1977), no. 1, 35–40; MR0651552; Stochastics 3 (1979), no. 1, 61–71; MR0546700].
DOI : 10.14708/ma.v10i21.1618
Mots-clés : Optimal stopping, stopping time 
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Tomasz Bojdecki. The maximum probability method in problems of sequential analysis. Mathematica Applicanda, Tome 10 (1982) no. 21, pp.  5-37. doi : 10.14708/ma.v10i21.1618. http://geodesic.mathdoc.fr/articles/10.14708/ma.v10i21.1618/

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