A note on bounds for the odds theorem of optimal stopping
成果类型：
Article
署名作者：
Bruss, FT
署名单位：
Universite Libre de Bruxelles; Universite Libre de Bruxelles
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1068646368
发表日期：
2003
页码：
1859-1861
关键词：
摘要：
The odds theorem gives a unified answer to a class of stopping problems on sequences of independent indicator functions. The success probability of the optimal rule is known to be larger than Re-R, where R defined in the theorem satisfies R greater than or equal to 1 in the more interesting case. The following findings strengthen this result by showing that 1/e is then a lower bound. Knowing that this is the best possible uniform lower bound motivates this addendum.