Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon

DOI10.1239/AAP/1316792669zbMATH Open1228.60053OpenAlexW2031434798MaRDI QIDQ3173004FDOQ3173004

Authors: Mitsushi Tamaki 

Publication date: 10 October 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1316792669

Recommendations

• Sum the multiplicative odds to one and stop
• Multiple stopping odds problem in Bernoulli trials with random number of observations
• Optimal stopping rule for the no-information duration problem with random horizon
• Selecting a sequence of last successes in independent trials
• Optimal Stopping With Random Horizon With Application to the Full-Information Best-Choice Problem With Random Freeze

zbMATH Keywords

optimal stoppingsecretary problemthreshold rulebest choicesum-the-odds theoremcontinuous arrival time modele\(^{-1}\)-lawsum-the-multiplicative-odds theorem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Who solved the secretary problem
• On the best choice problem with random population size
• The Best Choice Problem for a Random Number of Objects
• The best-choice secretary problem with random freeze on jobs
• Sum the odds to one and stop
• Odds theorem with multiple selection chances
• Selecting the last success in Markov-dependent trials
• Sum the multiplicative odds to one and stop
• A unified approach to a class of best choice problems with an unknown number of options
• On the best-choice problem when the number of observations is random
• A note on bounds for the odds theorem of optimal stopping.
• A random arrival time best-choice problem with uniform prior on the number of arrivals
• Title not available (Why is that?)
• Selecting a sequence of last successes in independent trials
• The odds algorithm based on sequential updating and its performance
• A probabilistic proof of an identity related to the Stirling number of the first kind

Cited In (6)

• Selecting a sequence of last successes in independent trials
• A new method for computing asymptotic results in optimal stopping problems
• Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon
• Sum the multiplicative odds to one and stop
• On a duration problem with unbounded geometrical horizon
• Selecting the last success in Markov-dependent trials

This page was built for publication: Maximizing the probability of stopping on any of the last \(m\) successes in independent Bernoulli trials with random horizon

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3173004)