A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank
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Publication:3621144
DOI10.1239/JAP/1238592113zbMATH Open1200.62093OpenAlexW2081309497MaRDI QIDQ3621144FDOQ3621144
Authors: F. Thomas Bruss, Yvik Swan 
Publication date: 14 April 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1238592113
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Cites Work
- Title not available (Why is that?)
- Minimizing the expected rank with full information
- Title not available (Why is that?)
- Optimal selection based on relative rank (the 'Secretary Problem')
- What is Known About Robbins' Problem?
- Approximation of optimal stopping problems.
- The secretary problem: minimizing the expected rank with I.I.D. random variables
- Optimal Stopping with Rank-Dependent Loss
- Title not available (Why is that?)
Cited In (7)
- No-information secretary problems with cardinal payoffs and Poisson arrivals
- A random walk version of Robbins' problem: small horizon
- A new strategy for Robbins' problem of optimal stopping
- What is Known About Robbins' Problem?
- Sum the multiplicative odds to one and stop
- Optimal choice of the best available applicant in full-information models
- Mathematical intuition, deep learning, and Robbins' problem
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