Optimal Sequential Selection Based on Relative Ranks with Renewable Call Options
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Publication:3217470
DOI10.2307/2288286zbMath0554.62067OpenAlexW4235850081MaRDI QIDQ3217470
Publication date: 1984
Full work available at URL: https://doi.org/10.2307/2288286
optimal choiceasymptotic resultssecretary problemrelative ranksadditive and discounted option costcostly recallrenewable call optionsstopped decision process
Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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