A game version of the Cowan-Zabczyk-Bruss' problem

DOI10.1016/J.SPL.2007.04.008MaRDI QIDQ2471245zbMATH OpenOpenAlexFDO

Authors Krzysztof J. Szajowski

Publication date 22 February 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.04.008

zbMATH Keywords

compound Poisson processMarkov processnon-zero sum gamerandom priorityrandomized stopping timestopping gamestopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Special processes (60K99) Probabilistic games; gambling (91A60)

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Cited in

(9)

• A version of the Elfving problem with random starting time
• The best-or-worst and the postdoc problems with random number of candidates
• The odds algorithm based on sequential updating and its performance
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• Stochastic processes with proportional increments and the last-arrival problem
• Odds-theorem and monotonicity
• The Game of Bridge: A Challenge for ILP
• Maximizing the Expected Duration of Owning a Relatively Best Object in a Poisson Process with Rankable Observations
• Mathematical intuition, deep learning, and Robbins' problem

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