Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon

DOI10.1239/aap/1316792669zbMath1228.60053OpenAlexW2031434798MaRDI QIDQ3173004

Mitsushi Tamaki

Publication date: 10 October 2011

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

Full work available at URL: https://doi.org/10.1239/aap/1316792669

zbMATH Keywords

optimal stoppingbest choicesecretary problemthreshold rulesum-the-odds theoremcontinuous arrival time modele\(^{-1}\)-lawsum-the-multiplicative-odds theorem

Mathematics Subject Classification ID

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

Related Items (3)

On a duration problem with unbounded geometrical horizon ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ A new method for computing asymptotic results in optimal stopping problems

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