Optimal stopping in urn models with payoff depending on maximal observed element
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Publication:1210126
DOI10.1016/0167-7152(93)90070-YzbMath0764.60044MaRDI QIDQ1210126
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90070-y
discounting; sampling without replacement; cost of observation; optimal stopping rules; prophet inequality
60E15: Inequalities; stochastic orderings
60G40: Stopping times; optimal stopping problems; gambling theory
Cites Work
- Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
- Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
- Optimal stopping in an urn
- A difference prophet inequality for bounded i.i.d. variables, with cost for observations
- Iequalities for symmetric sampling plans. I
- The Secretary Problem and Its Extensions: A Review
- Optimal stopping when sampling with and without replacement
- Unnamed Item