A general upper bound for the tail of the compound negative binomial distribution is constructed. By establishing a connection with the individual risk mode the upper bound is seen to be a (possibly degenerate) mixture of tails of gamma distribution. The bound is sharp in that it is an equality in t
โฆ LIBER โฆ
An invariance principle in optimal stopping problems
โ Scribed by R. Kudzhma
- Publisher
- Springer
- Year
- 1973
- Tongue
- English
- Weight
- 226 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0363-1672
No coin nor oath required. For personal study only.
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This paper deals with an optimal stopping problem in dynamic fuzzy systems with fuzzy rewards, and shows that the optimal discounted fuzzy reward is characterized by a unique solution of a fuzzy relational equation. We define a fuzzy expectation with a density given by fuzzy goals and we estimate di