Optimal stopping rules for directionally reinforced processes

Advances in Applied Probability

Volumn 33, Issue 2, 2001, Pages 483-504

  Allaart, P ^a   Monticino, M ^a  

^a UNIVERSITY OF NORTH TEXAS   (United States)

Author keywords

Buy sell strategies; Correlated random walk; Directionally reinforced random walk; Multiple stopping

Indexed keywords

CORRELATION METHODS; PROBLEM SOLVING; REINFORCEMENT;

CORRELATED RANDOM WALKS (CRW); OPTIMAL STOPPING RULES;

RANDOM PROCESSES;

EID: 0035359595     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/999188325     Document Type: Article

References (20)

1. The correlated random walk with boundaries: A combinatorial solution
2. Selecting a sequence of last successes in independent trials
3. The general correlated random walk
4. Recognizing the maximum of a sequence
5. Correlated random walk
6. Optimal stopping and experimental design
7. Limit distributions of directionally reinforced random walks
8. On-line difference maximization
9. Optimal stopping based on success runs for an urn with three types of balls
10. Optimal stopping based on success or failure run
11. Optimal stopping for the urn problem with random termination
12. Directionally reinforced random walks
13. The gambler's ruin problem with correlation
14. Conditional expected durations of play given the ultimate outcome for a correlated random walk
15. Occupation probability of a correlated random walk and a correlated ruin problem
16. A note on optimal stopping for success runs
17. On multiple stopping rules
18. How to win a war if you must: Optimal stopping based on success runs
19. Some problems on a one-dimensional correlated random walk with various types of barrier