Embedding optimal selection problems in a Poisson process

DOI10.1016/0304-4149(91)90094-SzbMath0745.60040MaRDI QIDQ1177212

L. C. G. Rogers, F. Thomas Bruss

Publication date: 26 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

martingalesstochastic calculussecretary problemoptimal policyplanar Poisson process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (9)

Approximation of optimal stopping problems. ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ On approximative solutions of multistopping problems ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem ⋮ Best choice from the planar Poisson process ⋮ On the optimal stopping problems with monotone thresholds ⋮ Optimal Choice of the Best Available Applicant in Full-Information Models ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy ⋮ On approximative solutions of optimal stopping problems

Cites Work

• A unified approach to a class of best choice problems with an unknown number of options
• Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options
• A unified approach to a class of optimal selection problems with an unknown number of options
• Invariant record processes and applications to best choice modelling
• Point processes and queues. Martingale dynamics
• The infinite secretary problem
• The k-record processes are i.i.d.
• An Optimal Selection Problem Associated with the Poisson Process
• The Secretary Problem with an Unknown Number of Options
• Random record models

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