Weber's optimal stopping problem and generalizations

DOI10.1016/j.spl.2014.11.002zbMath1314.60088arXiv1309.2860OpenAlexW2035209978MaRDI QIDQ2343650

Rémi Dendievel

Publication date: 6 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.2860

zbMATH Keywords

optimal predictionalgorithmic efficiencyBruss-Weber problemsBruss' stopping problemmonotone stopping problemodds-algorithm

Mathematics Subject Classification ID

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

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Cites Work

• A note on bounds for the odds theorem of optimal stopping.
• Sum the odds to one and stop
• Simple ratio prophet inequalities for a mortal with multiple choices
• The secretary problem on an unknown poset
• Odds Theorem with Multiple Selection Chances
• Selecting the last success in Markov-dependent trials
• On a universal best choice algorithm for partially ordered sets
• Selecting a sequence of last successes in independent trials
• Sum the Multiplicative Odds to One and Stop

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