Optimal Choice of the Best Available Applicant in Full-Information Models
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Publication:3402060
DOI10.1239/jap/1261670690zbMath1192.60067MaRDI 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 stopping; insensitivity; secretary problem; best-choice problem; planar Poisson process; full-history dependence; Robbins' problem
60F05: Central limit and other weak theorems
90C39: Dynamic programming
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
90C40: Markov and semi-Markov decision processes
90B80: Discrete location and assignment
62L15: Optimal stopping in statistics
Related Items
Sum the Multiplicative Odds to One and Stop, Robust best choice problem, On the optimal stopping problems with monotone thresholds
Cites Work
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- 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?