The Odds-algorithm based on sequential updating and its performance

@inproceedings{Louchard2008TheOB,
  title={The Odds-algorithm based on sequential updating and its performance},
  author={F. Thomas Bruss Guy Louchard},
  year={2008}
}
  • F. Thomas Bruss Guy Louchard
  • Published 2008
Let I1, I2, . . . , In be independent indicator functions on some probability space ( ,A,P). We suppose that these indicators can be observed sequentially. Furthermore, let T be the set of stopping times on (Ik), k = 1, . . . , n, adapted to the increasing filtration (Fk), where Fk = σ(I1, . . . , Ik). The odds algorithm solves the problem of finding a… CONTINUE READING