Geodesic
Multiple stopping odds problem in Bernoulli Trials with random number of observations
Mathematica Applicanda, Tome 44 (2016) no. 1, pp. 209-220.

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

This paper studies an optimal multiple stopping problem, in which the objective is to maximize the probability of selecting the "last success" on Bernoulli trials with random number of observations under multiple selections. We propose the sufficient condition on the probability distribution of the number of observations for the optimal multiple stopping rule to be a threshold rule which is characterized by "odds". For example, uniform distribution satises the condition whenever the odd is not increasing in the number of trials.
DOI : 10.14708/ma.v44i1.1246
Classification : 60G40, 62L15
Mots-clés : optimal stopping problem, selecting the last success, odds theorem, multiple stopping 
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Aiko Kurushima; Katsunori Ano. Multiple stopping odds problem in Bernoulli Trials with random number of observations. Mathematica Applicanda, Tome 44 (2016) no. 1, pp.  209-220. doi : 10.14708/ma.v44i1.1246. http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1246/

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