Selecting a sequence of last successes in independent trials

DOI10.1239/JAP/1014842544zbMath0967.60047OpenAlexW1967738621MaRDI QIDQ4519102

Davy Paindaveine, F. Thomas Bruss

Publication date: 30 August 2001

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

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/7488/1/dpa-0001.pdf

zbMATH Keywords

optimal stoppingsecretary problemmultiple stopping

Mathematics Subject Classification ID

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

Related Items (14)

Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon ⋮ Average number of candidates surveyed by the headhunter in the recruitment ⋮ A note on the full-information Poisson arrival selection problem ⋮ Circular success and failure runs in a sequence of exchangeable binary trials ⋮ Sequential selections with minimization of failure ⋮ Best choice from the planar Poisson process ⋮ Sum the Multiplicative Odds to One and Stop ⋮ Objectives in the Best-Choice Problems ⋮ Compare the ratio of symmetric polynomials of odds to one and stop ⋮ Selecting the last consecutive record in a record process ⋮ Odds Theorem with Multiple Selection Chances ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ The odds algorithm based on sequential updating and its performance ⋮ Weber's optimal stopping problem and generalizations

This page was built for publication: Selecting a sequence of last successes in independent trials