A stochastic game of optimal stopping and order selection

DOI10.1214/AOAP/1177004842zbMath0824.62079OpenAlexW2069913401MaRDI QIDQ1894633

Ulrich Krengel, Alexander V. Gnedin

Publication date: 10 August 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004842

zbMATH Keywords

exchangeable distributionsminimax strategyrelative ranksbest choice problemBernoulli pyramidnonanticipating stopping rulesstochastic two person zero-sum gametraveller's process

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Optimal stopping in statistics (62L15)

Related Items (8)

The secretary problem with biased arrival order via a Mallows distribution ⋮ Coherent random permutations with biased record statistics ⋮ Strategic disclosure of random variables ⋮ Running minimum in the best-choice problem ⋮ Unnamed Item ⋮ Nash equilibria in a class of Markov stopping games with total reward criterion ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy ⋮ Optimal selection problems based on exchangeable trials

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