Best choice from the planar Poisson process

DOI10.1016/J.SPA.2003.12.005zbMath1076.60043arXivmath/0209050OpenAlexW1967041771MaRDI 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

RecordsOptimal stoppingBest-choice problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (15)

Why do these quite different best-choice problems have the same solutions? ⋮ What is Known About Robbins' Problem? ⋮ Shelf life of candidates in the generalized secretary problem ⋮ Running minimum in the best-choice problem ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ Sum the Multiplicative Odds to One and Stop ⋮ Objectives in the Best-Choice Problems ⋮ A new strategy for Robbins’ problem of optimal stopping ⋮ 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 ⋮ 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 ⋮ Recognising the last record of sequence

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