Lower bounds for Bruss' odds problem with multiple stoppings
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Publication:2806827
Abstract: We give asymptotic lower bounds of the value for Bruss' optimal stopping problem with multiple stopping chances. It interestingly consists of the asymptotic threshold values in the optimal multiple stopping strategy. Another interesting implication of the result is that the asymptotic value for each secretary problem with multiple stoppings is in fact a typical lower bound in a much more general class of multiple stopping problems as modifications of odds problem.
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Cited in
(15)- Generalization on optimal multiple stopping with application to swing options with random exercise rights number
- Progressive stopping heuristics that excel in individual and competitive sequential search
- Multiple stopping odds problem in Bernoulli trials with random number of observations
- A note on bounds for the odds theorem of optimal stopping.
- A unified approach for solving sequential selection problems
- A note on last-success-problem
- Dokładna i asymptotyczna analiza rozwiązań optymalnych problemów zatrzymania Brussa i Webera
- A sharp lower bound for choosing the maximum of an independent sequence
- A note on a lower bound for the multiplicative odds theorem of optimal stopping
- Lower bounds for Bruss' odds problem with multiple stoppings
- Prophet inequality with competing agents
- Odds theorem with multiple selection chances
- Sum the multiplicative odds to one and stop
- Odds-theorem and monotonicity
- scientific article; zbMATH DE number 1429027 (Why is no real title available?)
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