Best choice from the planar Poisson process
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Abstract: Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the sequence of records. We prove a series of distributional identities involving exponential and uniform random variables, and resolve the Petruccelli-Porosinski-Samuels paradox on coincidence of asymptotic values in certain discrete-time optimal stopping problems.
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Cited in
(16)- Winning Rate in the Full-Information Best-Choice Problem
- On the optimal stopping problems with monotone thresholds
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- Running minimum in the best-choice problem
- Shelf life of candidates in the generalized secretary problem
- Optimal stopping rule for the no-information duration problem with random horizon
- Optimal choice of the best available applicant in full-information models
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