Optimal stopping rule for the full-information duration problem with random horizon

DOI10.1017/APR.2015.6zbMATH Open1337.60076OpenAlexW4242437875MaRDI QIDQ2806344FDOQ2806344

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

zbMATH Keywords

optimal stoppingsecretary problembest-choice problemplanar Poisson processrandom horizonfull-information duration problemmonotone rule

Mathematics Subject Classification ID

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

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