Optimal Choice of the Best Available Applicant in Full-Information Models
DOI10.1239/jap/1261670690zbMath1192.60067OpenAlexW1971018733MaRDI QIDQ3402060
Publication date: 2 February 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1261670690
optimal stoppinginsensitivitysecretary problembest-choice problemplanar Poisson processfull-history dependenceRobbins' problem
Central limit and other weak theorems (60F05) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Markov and semi-Markov decision processes (90C40) Discrete location and assignment (90B80) Optimal stopping in statistics (62L15)
Related Items (3)
Cites Work
- Unnamed Item
- The full-information best choice problem with a random number of observations
- Embedding optimal selection problems in a Poisson process
- Best choice from the planar Poisson process
- A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank
- Full-information best-choice problems with recall of observations and uncertainty of selection depending on the observation
- A Secretary Problem with Uncertain Employment and Best Choice of Available Candidates
- A secretary problem with uncertain employment
- On the full information best-choice problem
- Why do these quite different best-choice problems have the same solutions?
- What is Known About Robbins' Problem?
This page was built for publication: Optimal Choice of the Best Available Applicant in Full-Information Models