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Revision as of 21:39, 5 March 2024

scientific article; zbMATH DE number 5056744
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English
An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object
scientific article; zbMATH DE number 5056744

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    An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object (English)
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    25 September 2006
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    optimal stopping
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    secretary problem
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    \(e^{-1}\)-law
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    duration problem
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    planar Poisson process
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    monotone subsequence problem
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