Best choice from the planar Poisson process

DOI10.1016/j.spa.2003.12.005zbMath1076.60043arXivmath/0209050MaRDI QIDQ2485763

Alexander V. Gnedin

Publication date: 5 August 2005

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

Full work available at URL: https://arxiv.org/abs/math/0209050

zbMATH Keywords

Records; Optimal stopping; Best-choice problem

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Objectives in the Best-Choice Problems, A new strategy for Robbins’ problem of optimal stopping, Why do these quite different best-choice problems have the same solutions?, Sum the Multiplicative Odds to One and Stop, What is Known About Robbins' Problem?, Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon, Winning Rate in the Full-Information Best-Choice Problem, An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object, Stochastic processes with proportional increments and the last-arrival problem, Shelf life of candidates in the generalized secretary problem, Running minimum in the best-choice problem, On the optimal stopping problems with monotone thresholds, Optimal stopping rule for the full-information duration problem with random horizon, Optimal Choice of the Best Available Applicant in Full-Information Models, Recognising the last record of sequence

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