Odds Theorem with Multiple Selection Chances

DOI10.1239/jap/1294170522zbMath1228.60052OpenAlexW2023171395MaRDI QIDQ3067850

Hideo Kakinuma, Katsunori Ano, Naoto Miyoshi

Publication date: 13 January 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1294170522

zbMATH Keywords

optimal stoppingthreshold strategymultiple selection chancesrank based selection problemselecting the last success

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Optimal stopping in statistics (62L15)

Related Items (4)

Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ Weber's optimal stopping problem and generalizations

Cites Work

• Invariant record processes and applications to best choice modelling
• A note on bounds for the odds theorem of optimal stopping.
• Sum the odds to one and stop
• Selecting the last success in Markov-dependent trials
• Selecting a sequence of last successes in independent trials
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