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)- Prophet inequality with competing agents
- Dokładna i asymptotyczna analiza rozwiązań optymalnych problemów zatrzymania Brussa i Webera
- Odds theorem with multiple selection chances
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- A note on a lower bound for the multiplicative odds theorem of optimal stopping
- A sharp lower bound for choosing the maximum of an independent sequence
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