Optimal Choice of the Best Available Applicant in Full-Information Models
From MaRDI portal
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
