25 citations · 28 across the 4 of their papers we have counts for
4 papers
One-sided solutions for optimal stopping problems with logconcave reward functions
Yi-Shen Lin, Yi-Ching Yao
In the literature on optimal stopping, the problem of maximizing the expected discounted reward over all stopping times has been explicitly solved for some special reward functions…
Optimal selection of the -th best candidate
Yi-Shen Lin, Shoou-Ren Hsiau, Yi-Ching Yao
In the subject of optimal stopping, the classical secretary problem is concerned with optimally selecting the best of candidates when their relative ranks are observed sequenti…
Corrected Discrete Approximations for the Conditional and Unconditional Distributions of the Continuous Scan Statistic
Yi-Ching Yao, Daniel Wei-Chung Miao, Xenos Chang-Shuo Lin
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time di…
Some results on the Gittins index for a normal reward process
Yi-Ching Yao
We consider the Gittins index for a normal distribution with unknown mean and known variance where has a normal prior. In addition to presenting some monotonicity propertie…