Minimax-Optimal Strategies for the Best-Choice Problem When a Bound is Known for the Expected Number of Objects

DOI10.1137/S0363012992234724zbMath0801.60035OpenAlexW1997076227MaRDI QIDQ4302293

Theodore P. Hill, Douglas P. Kennedy

Publication date: 14 August 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012992234724

zbMATH Keywords

optimal stoppingbest choice problemminimax-optimal strategy

Mathematics Subject Classification ID

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

Related Items (3)

The best-choice secretary problem with random freeze on jobs ⋮ Objectives in the Best-Choice Problems ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy

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