Optimal Stopping With Random Horizon With Application to the Full-Information Best-Choice Problem With Random Freeze
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Publication:3128774
DOI10.2307/2291415zbMath0871.62068OpenAlexW4250936655MaRDI QIDQ3128774
Publication date: 6 October 1997
Full work available at URL: https://doi.org/10.2307/2291415
asymptotic resultsdiscount factormonotone rulediscounted fixed horizon optimal stopping problemfull information secretary problemjob freeze
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (8)
No-information secretary problems with cardinal payoffs and Poisson arrivals ⋮ Objectives in the Best-Choice Problems ⋮ Winning Rate in the Full-Information Best-Choice Problem ⋮ On the optimal stopping problems with monotone thresholds ⋮ Optimal stopping rule for the full-information duration problem with random horizon ⋮ Sequential hypothesis tests under random horizon ⋮ Selecting the best choice in the full information group interview problem ⋮ A version of the Elfving problem with random starting time
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