Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon (Q5396590): Difference between revisions

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+Sum the odds to one and stop
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+Q3919441
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+Normal rank
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+Q4011991
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+Normal rank
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+Best choice from the planar Poisson process
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+Normal rank
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+Objectives in the Best-Choice Problems
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+Normal rank
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+An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object
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+Differential equations and optimal choice problems
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+On a class of secretary problems
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+Normal rank
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+Duration problem with multiple exchanges
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+Normal rank
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+On the best-choice problem when the number of observations is random
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+The Best Choice Problem for a Random Number of Objects
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+Why do these quite different best-choice problems have the same solutions?
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+Q4801722
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+Normal rank
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+Sum the Multiplicative Odds to One and Stop
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+Normal rank
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+Maximizing the probability of stopping on any of the last <i>m</i> successes in independent Bernoulli trials with random horizon
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