The full-information best choice problem with a random number of observations

DOI10.1016/0304-4149(87)90020-2zbMath0623.60059OpenAlexW2076888737MaRDI QIDQ1091672

Zdzislaw Porosiński

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90020-2

zbMATH Keywords

numerical resultsoptimal stopping rulesecretary problembest choice problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (22)

On best choice problems having similar solutions ⋮ Characterization of the monotone case for a best choice problem with a random number of objects ⋮ No-information secretary problems with cardinal payoffs and Poisson arrivals ⋮ Why do these quite different best-choice problems have the same solutions? ⋮ Invariant record processes and applications to best choice modelling ⋮ Maximizing the Expected Duration of Owning a Relatively Best Object in a Poisson Process with Rankable Observations ⋮ Optimal rules for the sequential selection of uniform spacings ⋮ Shelf life of candidates in the generalized secretary problem ⋮ Running minimum in the best-choice problem ⋮ On optimal choosing of one of the \(k\) best objects. ⋮ Robust best choice problem ⋮ Zdzisław Józef Porosiński: wspomnienie ⋮ On a duration problem with unbounded geometrical horizon ⋮ Best choice from the planar Poisson process ⋮ Full-information best choice game with hint ⋮ Objectives in the Best-Choice Problems ⋮ Winning Rate in the Full-Information Best-Choice Problem ⋮ On the optimal stopping problems with monotone thresholds ⋮ Optimal stopping rule for the full-information duration problem with random horizon ⋮ The full-information best-choice problem with uniform or gamma horizons ⋮ Optimal Choice of the Best Available Applicant in Full-Information Models ⋮ An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object

Cites Work

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• On optimal stopping of a sequence of independent random variables- probability maximizing approach
• Investigations by statistical sequential analysis
• The Secretary Problem and Its Extensions: A Review
• The Best Choice Problem for a Random Number of Objects

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