On a Best Choice Problem for Discounted Sequences

DOI10.1137/S0040585X97978671MaRDI QIDQ4328513zbMATH OpenFDO

Authors Robert Kühne, Ludger Rüschendorf

Publication date 25 April 2002

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

Full work available at URL https://doi.org/10.1137/S0040585X97978671

zbMATH Keywords

\(\max\)-stablebest-choice problemPoisson processstopping problem

Mathematics Subject Classification ID

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

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• On -optimal continuous selectors and their application in discounted dynamic programming
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• scientific article; zbMATH DE number 3978779 (Why is no real title available?)
• Optimal Sequential Selection From a Known Distribution With Holding Costs
• Quick solutions for general best choice problems in continuous time

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