Invariant record processes and applications to best choice modelling

DOI10.1016/0304-4149(88)90091-9zbMath0665.60049OpenAlexW2087351410MaRDI QIDQ1116180

F. Thomas Bruss

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90091-9

zbMATH Keywords

optimal stoppinggenerating functionmaximizing the probability of choosing the bestrecord problem

Mathematics Subject Classification ID

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

Related Items (9)

The 1/e-strategy is sub-optimal for the problem of best choice under no information ⋮ Estimating the unknown sample size ⋮ Pascal processes and their characterization ⋮ Embedding optimal selection problems in a Poisson process ⋮ Odds Theorem with Multiple Selection Chances ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ Record processes and optimal selection problems with multiple choice ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy ⋮ The distributions of certain record statistics from a random number of observations

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