- PII
- S042473880000621-2-1
- DOI
- 10.7868/S0000621-2-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ Edition
- Volume 48 / Issue 1
- Pages
- 80-93
- Abstract
- This paper is the continuation of (Belenky, Zaslavsky, 2011). The optimal stopping problem for an invariant family is considered. New notion “fi ducial sequence” (FS) is defi ned. FS has an inusual dualistic property: its members have the same “physical dimension” that the observed sequence, but it is statistically equivalent to a “non-dimensional” relative sequence. This allows to formulate the problem of optimal stoping for invariant family with non-invariant criterion (that wasn’t possible earlier). Necessary formulas are given.
- Keywords
- invariant family, optimal stopping problem, fi ducial sequence, inertness principle
- Date of publication
- 02.02.2012
- Year of publication
- 2012
- Number of purchasers
- 1
- Views
- 708
RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods
- ISSN (Print) 0424-7388
- ISSN (Online) 3034-6177
FIDUCIAL APPROACH FOR THE INVARIANT OPTIMAL STOPPING PROBLEM
Indexing
Scopus
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Higher Attestation Commission
At the Ministry of Education and Science of the Russian Federation
Scientific Electronic Library