Choosing the maximum from a sequence with a discount function-Reference-Cited by-同舟云学术

Choosing the maximum from a sequence with a discount function

Published:1975-09 Issue:3 Volume:2 Page:279-289
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Rasmussen Willis T.,Pliska Stanley R.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF01464274.pdf

Reference9 articles.

1. M. Abramowitz andI. A. Stegun, ed.,Handbook of Mathematical Functions, National Bureau of Standards, Applied Mathematics Series, Vol. 55, Government Printing Office, Washington, D.C., 1964.

2. Y. S. Chow, S. Moriguti, H. Robbins andS. M. Samuels, Optimal selection based on relative rank,Israel J. Math.,6 (1964), 81?90.

3. Y. S. Chow, H. Robbins andD. Siegmund,Great Expectations: The Theory of Optimal Stopping, Houghton Mifflin Co., Boston, 1971.

4. J. Gilbert andF. Mosteller, Recognizing the maximum of a sequence,J. Amer. statist. Assoc.,61 (1966), 35?73.

5. D. V. Lindley, Dynamic programming and decision theory,Applied Statistics,10 (1961), 39?51.

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