Geodesic
Optimal stopping of the maximum of an observed sequence over an order statistic of an unobserved sequence
Mathematica Applicanda, Tome 15 (1987) no. 29, pp. 63-71.

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

In this paper an optimal stopping problem is considered. Only one of two sequences of random variables which are independent copies of a known continuously distributed random variable is observed. It is necessary to stop the observation at the moment in which at most k values of the unobserved sequence are greater than the observed maximum, with maximal probability. The optimal stopping rule for the finite length of the observation is obtained.
DOI : 10.14708/ma.v15i29.1690
Classification : 60G40 (62L15)
Mots-clés : Stopping times, optimal stopping problems, gambling theory, Optimal stopping 
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Zdzisław Porosiński. Optimal stopping of the maximum of an observed sequence over an order statistic of an unobserved sequence. Mathematica Applicanda, Tome 15 (1987) no. 29, pp.  63-71. doi : 10.14708/ma.v15i29.1690. http://geodesic.mathdoc.fr/articles/10.14708/ma.v15i29.1690/

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