Lower bounds for Bruss' odds problem with multiple stoppings
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Publication:2806827
DOI10.1287/MOOR.2015.0748zbMATH Open1338.60119arXiv1204.5537OpenAlexW3104095460MaRDI QIDQ2806827FDOQ2806827
Authors: Katsunori Ano, Tomomi Matsui 
Publication date: 19 May 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1204.5537
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Cited In (15)
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