In a stopping rule problem, a real-time player decides to stop or continue at stage n based on the observations up to that stage, but in a k-step look-ahead stopping rule problem, we suppose the player knows k steps ahead. The aim of this Ph.D. dissertation is to study this type of prophet problems for simple random walk, determine the optimal stopping rule and calculate the expected return for them. The optimal one-step look-ahead stopping rule for a finite simple random walk is determined in this work. We also study two infinite horizon stopping rule problems, sum with negative drift problems and discounted sum problems. The optimal one, two and three-step look-ahead stopping rules are introduced for the sum with negative drift problem for simple random walk. We also compare the maximum expected returns and calculate the upper bound for the advantage of the prophet over the decision maker. The last chapter of this dissertation concentrates on the discounted sum problem for simple random walk. Optimal one-step look-ahead stopping rule is defined and lastly we compare the optimal expected return for one-step look-ahead prophet with a real-time decision maker.

Submitted by Erika Demachki (erikademachki@gmail.com) on 2014-11-13T16:45:09Z No. of bitstreams: 2 Dissertação - Daniel Antônio Mendonça da Silva - 2013.pdf: 1681960 bytes, checksum: 045f2940a2c8539d589a5c6227cf55e6 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Erika Demachki (erikademachki@gmail.com) on 2014-11-13T16:45:43Z (GMT) No. of bitstreams: 2 Dissertação - Daniel Antônio Mendonça da Silva - 2013.pdf: 1681960 bytes, checksum: 045f2940a2c8539d589a5c6227cf55e6 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2014-11-13T16:45:43Z (GMT). No. of bitstreams: 2 Dissertação - Daniel Antônio Mendonça da Silva - 2013.pdf: 1681960 bytes, checksum: 045f2940a2c8539d589a5c6227cf55e6 (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2013-08-23 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / This work has the main objective to study a of the propagation of information sets N e Z:We consider three models of spreading information. The first model takes into account the power of each individual in transmitting information. The second model takes into account the power of every individual to receive information. In the third model this power is given by the amount of life and the probability that individuals have to jump right. / O trabalho tem como objetivo principal, o estudo da propagação de uma informação sobre os conjuntos N e Z: Consideramos três modelos de propagação da informação. O primeiro modelo leva em conta o poder de cada indivíduo em transmitir uma informação. O segundo modelo leva em conta o poder de cada indivíduo em receber informação. No terceiro modelo este poder é dado pela quantidade de vida e pelas probabilidades que os indivíduos têm de saltar para direita.