Комп’ютерне Моделювання Модифікованого Методу Оптимальної Зупинки

Yulia Yaremenko; Leonid Fainzilberg

Computer Modeling of the Modified Method of Optimal Stopping

Authors

Yulia Yaremenko department of biomedical cybernetics Igor Sikorsky Kyiv Polytechnic Institute
Leonid Fainzilberg department of biomedical cybernetics Igor Sikorsky Kyiv Polytechnic Institute

Keywords:

alternative, decision maker, sequential analysis

Abstract

the modified method of optimal stopping , which, unlike the traditional one, involves a consistent search for the best alternative with a given concession іs considered. On the basis of the statistical experiment were defined the optimal stopping step and the probability of success with different values of concession.