An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object (Q5488991): Difference between revisions
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scientific article; zbMATH DE number 5056744
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
Statements
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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