Optimal Two-Choice Stopping on an Exponential Sequence

DOI10.1080/07474940600934805MaRDI QIDQ3423601zbMATH OpenOpenAlexFDO

Authors Larry Goldstein, Ester Samuel-Cahn

Publication date 14 February 2007

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL http://ratio.huji.ac.il/sites/default/files/publications/dp375.pdf

zbMATH Keywords

domain of attractionprophet valuemultiple-choice stopping rules

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• Approximation of optimal stopping problems.
• Extremes and related properties of random sequences and processes
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
• Two-choice optimal stopping

Cited in

(4)

• Maximizing expected value with two stage stopping rules
• Two-choice optimal stopping
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• On approximative solutions of multistopping problems

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