Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon
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Publication:3173004
DOI10.1239/aap/1316792669zbMath1228.60053MaRDI QIDQ3173004
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
optimal stopping; best choice; secretary problem; threshold rule; sum-the-odds theorem; continuous arrival time model; e\(^{-1}\)-law; sum-the-multiplicative-odds theorem
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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