Best choice from the planar Poisson process
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Publication:2485763
DOI10.1016/j.spa.2003.12.005zbMath1076.60043arXivmath/0209050OpenAlexW1967041771MaRDI QIDQ2485763
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0209050
Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (15)
Why do these quite different best-choice problems have the same solutions? ⋮ What is Known About Robbins' Problem? ⋮ Shelf life of candidates in the generalized secretary problem ⋮ Running minimum in the best-choice problem ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ Sum the Multiplicative Odds to One and Stop ⋮ Objectives in the Best-Choice Problems ⋮ A new strategy for Robbins’ problem of optimal stopping ⋮ Winning Rate in the Full-Information Best-Choice Problem ⋮ On the optimal stopping problems with monotone thresholds ⋮ Optimal stopping rule for the full-information duration problem with random horizon ⋮ Optimal Choice of the Best Available Applicant in Full-Information Models ⋮ An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object ⋮ Recognising the last record of sequence
Cites Work
- Optimal stopping for extremal processes
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- The finite-memory secretary problem
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- Many multivariate records
- Extremal processes, secretary problems and the 1/e law
- Records, permutations and greatest convex minorants
- Equilibrium Points in a Game Related to the Best Choice Problem
- Selecting a sequence of last successes in independent trials
- Objectives in the Best-Choice Problems
- On the full information best-choice problem
- Why do these quite different best-choice problems have the same solutions?
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