Optimal stopping on patterns in strings generated by independent random variables (Q4408535)
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scientific article; zbMATH DE number 1941394
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| English | Optimal stopping on patterns in strings generated by independent random variables |
scientific article; zbMATH DE number 1941394 |
Statements
Optimal stopping on patterns in strings generated by independent random variables (English)
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3 November 2003
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odds algorithm
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algorithms on words
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online decisions
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pattern correlation
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0.7682523131370544
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0.7570583820343018
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0.7570583820343018
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0.7534095048904419
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0.7512800097465515
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The aim of this paper is to give an algorithm for the optimal stopping problem in the homogeneous case with uncorrelated pattern. Moreover, the asymptotic properties of this algorithm are analysed. Finally, an explicit numerical example is given. Related papers: \textit{L. J. Guibas} and \textit{A. M. Odlyzko} [J. Comb. Theory, Ser. A 30, 183-208 (1981; Zbl 0454.68109)]; \textit{D. E. Knuth, J. Morris} and \textit{V. Pratt} [Sci. Math. Japon. 7, 209-223 (2002)] and \textit{S.-Y. R. Li} [Ann. Probab. 8, 1171-1176 (1980; Zbl 0447.60006)].
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