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一类最优停止问题的解 总被引：1，自引：0，他引：1
Let {Z_i} be i.i.d.,and {ε_i} be i.i.d.,Bernoulli variables independent of {Z_i}.Set To≡z and T_n=ε_n(T_(n-1)-Z_n)for n≥1.Using Wiener-Hopf type equations,we give a newapproch to find optimal stopping rules for stopping T_n-nC,Where C>O.Special casesare nsidered in detail,some of them are difficult to treat by Ferguson's method. 相似文献
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