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

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)

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Cites work

• scientific article; zbMATH DE number 67296 (Why is no real title available?)
• scientific article; zbMATH DE number 194009 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• A note on bounds for the odds theorem of optimal stopping.
• A probabilistic proof of an identity related to the Stirling number of the first kind
• A random arrival time best-choice problem with uniform prior on the number of arrivals
• A unified approach to a class of best choice problems with an unknown number of options
• Odds theorem with multiple selection chances
• On the best choice problem with random population size
• On the best-choice problem when the number of observations is random
• Selecting a sequence of last successes in independent trials
• Selecting the last success in Markov-dependent trials
• Sum the multiplicative odds to one and stop
• Sum the odds to one and stop
• The Best Choice Problem for a Random Number of Objects
• The best-choice secretary problem with random freeze on jobs
• The odds algorithm based on sequential updating and its performance
• Who solved the secretary problem

Cited in

(7)

• Selecting the last success in Markov-dependent trials
• 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
• Multiple stopping odds problem in Bernoulli trials with random number of observations
• Selecting a sequence of last successes in independent trials
• A new method for computing asymptotic results in optimal stopping problems

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