In:
Journal of Applied Probability, Cambridge University Press (CUP), Vol. 39, No. 02 ( 2002-06), p. 271-281
Abstract:
In a sequence of Markov-dependent trials, the optimal strategy which maximizes the probability of stopping on the last success is considered. Both homogeneous Markov chains and nonhomogeneous Markov chains are studied. For the homogeneous case, the analysis is divided into two parts and both parts are realized completely. For the nonhomogeneous case, we prove a result which contains the result of Bruss (2000) under an independence structure.
Type of Medium:
Online Resource
ISSN:
0021-9002
,
1475-6072
DOI:
10.1017/S0021900200022506
Language:
English
Publisher:
Cambridge University Press (CUP)
Publication Date:
2002
detail.hit.zdb_id:
1474599-9
detail.hit.zdb_id:
219147-7
SSG:
3,2
Permalink