On the optimal stopping problems with monotone thresholds
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Publication:2794716
DOI10.1239/jap/1450802744zbMath1336.60080MaRDI QIDQ2794716
Publication date: 11 March 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1450802744
optimal stopping; secretary problem; planar Poisson process; monotone thresholds; best-choice duration problem; candidate-choice problem
60G40: Stopping times; optimal stopping problems; gambling theory
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
62L15: Optimal stopping in statistics