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/1316792669zbMath1228.60053OpenAlexW2031434798MaRDI 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 stoppingbest choicesecretary problemthreshold rulesum-the-odds theoremcontinuous arrival time modele\(^{-1}\)-lawsum-the-multiplicative-odds theorem
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (3)
On a duration problem with unbounded geometrical horizon ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ A new method for computing asymptotic results in optimal stopping problems
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