Scientiae Mathematicae Japonicae
Online ISSN : 1346-0447
COMBINATION OF OPTIMAL STOPPING ALGORITHMS
Marek Skarupski
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2016 年 79 巻 1 号 p. 39-54

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In this paper we investigate the possibility of combination two optimal stopping algorithms: Odds algorithm and Elimination algorithm. We show how reduce a problem to monotone problem and after this step find the optimal strategy which will be valid also in the original problem.
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© 2016 International Society for Mathematical Sciences
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