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KO50001004-00180068-0009.pdf
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Download
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:502.2 KB
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:Oct 27, 2014 |
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Total downloads since Oct 27, 2014 : 330
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| Title |
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An example of the optimal stopping rule problem : an approach to an adaptive decision process by dynamic programming
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柳井, 浩
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ヤナイ, ヒロシ
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Yanai, Hiroshi
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Instructor at the Dep. of Administration Engineering., Keio Uuiversity
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慶応義塾大学藤原記念工学部
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ケイオウ ギジュク ダイガク フジワラ キネン コウガクブ
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| Romanization |
Keio gijuku daigaku Fujiwara kinen kogakubu
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1965
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Proceedings of the Fujihara Memorial Faculty of Engineering Keio University
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| Name (Translated) |
慶応義塾大学藤原記念工学部研究報告
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18
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68
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1965
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9(9)
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24(24)
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| Abstract |
This article discusses some features of so-called optimal stopping rule problem by dynamic programming formulation. After introducing an example of the optimal stopping rule problem with finite horizon with known probabilities, the adaptive versions of the example will be discussed.
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| Departmental Bulletin Paper
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