Optimal stopping rule for the full-information duration problem with random horizon
DOI10.1017/APR.2015.6zbMATH Open1337.60076OpenAlexW4242437875MaRDI QIDQ2806344FDOQ2806344
Authors: Mitsushi Tamaki 
Publication date: 17 May 2016
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1457466155
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- scientific article; zbMATH DE number 1239843
optimal stoppingsecretary problembest-choice problemplanar Poisson processrandom horizonfull-information duration problemmonotone rule
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
- Best choice from the planar Poisson process
- On the full information best-choice problem
- The full-information best choice problem with a random number of observations
- Optimal Stopping With Random Horizon With Application to the Full-Information Best-Choice Problem With Random Freeze
- Title not available (Why is that?)
- On the optimal stopping problems with monotone thresholds
- Why do these quite different best-choice problems have the same solutions?
- Optimal stopping rule for the no-information duration problem with random horizon
- An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object
Cited In (3)
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