А.А. Ивашко.
Максимизация вероятности успеха в задаче оптимальной двукратной остановки для урновой схемы
// Труды КарНЦ РАН. No 5. Сер. Математическое моделирование и информационные технологии. Вып. 3. 2012. C. 33-37
A.A. Ivashko. Maximization of success probability in the optimal double stopping problem for an urn scheme // Transactions of Karelian Research Centre of Russian Academy of Science. No 5. Mathematical Modeling and Information Technologies. Vol. 3. 2012. Pp. 33-37
Keywords: optimal stopping, urn sampling, ballot problem
The optimal double-stopping problem for the urn scheme is considered. An urn contains minus balls and plus balls. One draws balls from the urn sequentially one at a time without replacement. The value -1 is attached to minus ball and value +1 to plus ball. One observes the sum of input random variables. The goal is to stop with maximum probability first on the minimum and then on the maximum of the sum. The optimal stopping strategies and the numerical results on decision-making thresholds are obtained.
