An Optimal Selection Problem Associated with the Poisson Process

DOI10.1137/1123066MaRDI QIDQ3862282zbMATH OpenOpenAlexFDO

Authors Richard Cowan, Jerzy Zabczyk

Publication date 1979

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1123066

zbMATH Keywords

optimal selectionsecretary problemstationary Poisson process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27) Optimal stopping in statistics (62L15)

Cited in

(13)

• A version of the Elfving problem with random starting time
• Embedding optimal selection problems in a Poisson process
• Explicit optimal value for Dynkin's stopping game
• The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy
• The 1/e-strategy is sub-optimal for the problem of best choice under no information
• A game version of the Cowan-Zabczyk-Bruss' problem
• A full information pricing problem for the sale of several identical commodities
• A note on the full-information Poisson arrival selection problem
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• A nonhomogeneous Poisson process approach to the optimal selection from a sequence of relatively best objects
• The last-success stopping problem with random observation times
• An interactive method for the optimal selection problem with two decision makers
• A loss minimization problem

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