The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy

DOI10.1016/j.spa.2021.12.008zbMath1480.60104OpenAlexW4200292535MaRDI QIDQ2074989

Alexander V. Gnedin

Publication date: 11 February 2022

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

Full work available at URL: https://doi.org/10.1016/j.spa.2021.12.008

zbMATH Keywords

optimal stoppingdominanceminimax strategybest choice problemrandom arrivals\( 1 / e\)-strategy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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