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 | |
| Publication status | Published - 2002 Jun 1 |
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All Science Journal Classification (ASJC) codes
- Mathematics(all)
- Statistics and Probability
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Selecting the last success in Markov-dependent trials. / Hsiau, Shoou-Ren; Yang, Jiing R.
In: Journal of Applied Probability, Vol. 39, No. 2, 01.06.2002, p. 271-281.Research output: Contribution to journal › Article
TY - JOUR
T1 - Selecting the last success in Markov-dependent trials
AU - Hsiau, Shoou-Ren
AU - Yang, Jiing R.
PY - 2002/6/1
Y1 - 2002/6/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0036592836&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0036592836&partnerID=8YFLogxK
U2 - 10.1239/jap/1025131425
DO - 10.1239/jap/1025131425
M3 - Article
AN - SCOPUS:0036592836
VL - 39
SP - 271
EP - 281
JO - Journal of Applied Probability
JF - Journal of Applied Probability
SN - 0021-9002
IS - 2
ER -