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osu1211918753.pdf (125.56 KB)
ETD Abstract Container
Abstract Header
An overview of Optimal Stopping Times for various discrete time games
Author Info
Berry, Tyrus Hunter
Permalink:
http://rave.ohiolink.edu/etdc/view?acc_num=osu1211918753
Abstract Details
Year and Degree
2008, Master of Science, Ohio State University, Mathematics.
Abstract
The best strategy for three discrete time games is shown to be equivalent to a stopping time. These stopping times are found and uniqueness is considered. The games considered have sequences of random rewards which the player observes one at a time. In the first game the player must pay for each observation but can quit and take the highest reward he has seen at any time. In the second game the player can only take the last reward seen and there are only finitely many rewards to view. In the final game the player can only pick one reward but he wins only if he has chosen the highest reward of all the draws (so he must beat all the draws that come after his choice).
Committee
Boris Pittel, PhD (Advisor)
Zheng Fangyang, PhD (Committee Co-Chair)
Pages
21 p.
Subject Headings
Mathematics
Keywords
optimal stopping
;
optimal strategy
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Citations
Berry, T. H. (2008).
An overview of Optimal Stopping Times for various discrete time games
[Master's thesis, Ohio State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=osu1211918753
APA Style (7th edition)
Berry, Tyrus.
An overview of Optimal Stopping Times for various discrete time games.
2008. Ohio State University, Master's thesis.
OhioLINK Electronic Theses and Dissertations Center
, http://rave.ohiolink.edu/etdc/view?acc_num=osu1211918753.
MLA Style (8th edition)
Berry, Tyrus. "An overview of Optimal Stopping Times for various discrete time games." Master's thesis, Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1211918753
Chicago Manual of Style (17th edition)
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Document number:
osu1211918753
Download Count:
1,906
Copyright Info
© 2008, all rights reserved.
This open access ETD is published by The Ohio State University and OhioLINK.