Differential equations and optimal choice problems

DOI10.1214/AOS/1193342386MaRDI QIDQ2559099zbMATH OpenOpenAlexFDO

Authors Anthony G. Mucci

Publication date 1973

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1193342386

Mathematics Subject Classification ID

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

Cited in

(11)

• On an optimal stopping problem of Gusein-Zade
• A secretary problem on fuzzy sets
• A new method for computing asymptotic results in optimal stopping problems
• A unified approach for solving sequential selection problems
• A multi-attribute extension of the secretary problem: theory and experiments
• Sequential selections with minimization of failure
• Some Extensions of Generalized Secretary Problem
• Optimal stopping of a random sequence with unknown distribution
• Optimal stopping rule for the no-information duration problem with random horizon
• A nonhomogeneous Poisson process approach to the optimal selection from a sequence of relatively best objects
• The secretary problem with a call option

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