Selecting the last success in Markov-dependent trials

Shoou-Ren Hsiau; Jiing R. Yang

doi:10.1239/jap/1025131425

Selecting the last success in Markov-dependent trials

Shoou-Ren Hsiau, Jiing R. Yang

Department of Mathematics

Research output: Contribution to journal › Article

12 Citations (Scopus)

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.

Original language	English
Pages (from-to)	271-281
Number of pages	11
Journal	Journal of Applied Probability
Volume	39
Issue number	2
DOIs	https://doi.org/10.1239/jap/1025131425
Publication status	Published - 2002 Jun 1

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All Science Journal Classification (ASJC) codes

Mathematics(all)
Statistics and Probability

Cite this

Hsiau, S-R., & Yang, J. R. (2002). Selecting the last success in Markov-dependent trials. Journal of Applied Probability, 39(2), 271-281. https://doi.org/10.1239/jap/1025131425

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Access to Document

10.1239/jap/1025131425