A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank

DOI10.1239/jap/1238592113zbMath1200.62093OpenAlexW2081309497MaRDI QIDQ3621144

Yvik Swan, F. Thomas Bruss

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

zbMATH Keywords

secretary problemPoisson embedding

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (4)

No-information secretary problems with cardinal payoffs and Poisson arrivals ⋮ Sum the Multiplicative Odds to One and Stop ⋮ A new strategy for Robbins’ problem of optimal stopping ⋮ Optimal Choice of the Best Available Applicant in Full-Information Models

Cites Work

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• Approximation of optimal stopping problems.
• Optimal selection based on relative rank (the 'Secretary Problem')
• Minimizing the expected rank with full information
• The secretary problem: minimizing the expected rank with I.I.D. random variables
• What is Known About Robbins' Problem?
• Optimal Stopping with Rank-Dependent Loss

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