Geodesic
One step further : an explicit solution to Robbins’ problem when n = 4
Mathematica Applicanda, Tome 44 (2016) no. 1, pp. 135-148.

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

Let X1,X2, . . . ,Xn be independent random variables drawn from the uniform distribution on [0, 1]. A decision maker is shown the variables sequentially and, after each observation, must decide whether or not to keep the current one, with payoff being the overall rank of the selected observation. Decisions are final: no recall is allowed. The objective is to minimize the expected payoff. In this note we give the explicit solution to this problem, known as Robbins' problem of optimal stopping, when n = 4.
DOI : 10.14708/ma.v44i1.1138
Classification : 60G40, 62L15
Mots-clés : uniform distribution, optimal stopping 
@article{10_14708_ma_v44i1_1138,
     author = {R\'emi Dendievel and Yvik Swan},
     title = {One step further : an explicit solution to {Robbins{\textquoteright}} problem when n = 4},
     journal = {Mathematica Applicanda},
     pages = { 135--148},
     publisher = {mathdoc},
     volume = {44},
     number = {1},
     year = {2016},
     doi = {10.14708/ma.v44i1.1138},
     language = {pl},
     url = {http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1138/}
}
TY  - JOUR
AU  - Rémi Dendievel
AU  - Yvik Swan
TI  - One step further : an explicit solution to Robbins’ problem when n = 4
JO  - Mathematica Applicanda
PY  - 2016
SP  -  135
EP  - 148
VL  - 44
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1138/
DO  - 10.14708/ma.v44i1.1138
LA  - pl
ID  - 10_14708_ma_v44i1_1138
ER  - 
%0 Journal Article
%A Rémi Dendievel
%A Yvik Swan
%T One step further : an explicit solution to Robbins’ problem when n = 4
%J Mathematica Applicanda
%D 2016
%P  135-148
%V 44
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1138/
%R 10.14708/ma.v44i1.1138
%G pl
%F 10_14708_ma_v44i1_1138
Rémi Dendievel; Yvik Swan. One step further : an explicit solution to Robbins’ problem when n = 4. Mathematica Applicanda, Tome 44 (2016) no. 1, pp.  135-148. doi : 10.14708/ma.v44i1.1138. http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1138/

Cité par Sources :