Embedding optimal selection problems in a Poisson process
From MaRDI portal
Publication:1177212
DOI10.1016/0304-4149(91)90094-SzbMath0745.60040MaRDI QIDQ1177212
L. C. G. Rogers, F. Thomas Bruss
Publication date: 26 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (9)
Approximation of optimal stopping problems. ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ On approximative solutions of multistopping problems ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem ⋮ Best choice from the planar Poisson process ⋮ On the optimal stopping problems with monotone thresholds ⋮ Optimal Choice of the Best Available Applicant in Full-Information Models ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy ⋮ On approximative solutions of optimal stopping problems
Cites Work
- A unified approach to a class of best choice problems with an unknown number of options
- Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options
- A unified approach to a class of optimal selection problems with an unknown number of options
- Invariant record processes and applications to best choice modelling
- Point processes and queues. Martingale dynamics
- The infinite secretary problem
- The k-record processes are i.i.d.
- An Optimal Selection Problem Associated with the Poisson Process
- The Secretary Problem with an Unknown Number of Options
- Random record models
This page was built for publication: Embedding optimal selection problems in a Poisson process
