Journal of the Korean Statistical Society

제12권2호
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Pages.91-94
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1983
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1226-3192(pISSN)
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2005-2863(eISSN)

한국통계학회 (The Korean Statistical Society)

권호 표지

On the Largest Optimal Stopping Time

Ahn, Wi-Chong (Kook Min University) ;
Park, Bong-Dae (Korea Advanced Institute of Science and Technology) ;
Lim, Jae-Kyu (Kyungpook National University)

발행 : 1983.12.01

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초록

The structure of the largest optimal stopping time in the discete parameter processes is obtained by using the Doob decompositon of supermartingales.

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