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 › peer-review

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

All Science Journal Classification (ASJC) codes

Mathematics(all)
Statistics and Probability

Access to Document

10.1239/jap/1025131425

Fingerprint Dive into the research topics of 'Selecting the last success in Markov-dependent trials'. Together they form a unique fingerprint.

Cite this

@article{05a5cb051bae4fe2a52c102df42f967a,

title = "Selecting the last success in Markov-dependent trials",

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.",

author = "Shoou-Ren Hsiau and Yang, {Jiing R.}",

year = "2002",

month = jun,

day = "1",

doi = "10.1239/jap/1025131425",

language = "English",

volume = "39",

pages = "271--281",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "University of Sheffield",

number = "2",

}

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 -