The odds algorithm based on sequential updating and its performance

DOI10.1239/aap/1240319579zbMath1169.60006OpenAlexW1980658612MaRDI QIDQ3625649

F. Thomas Bruss, Guy Louchard

Publication date: 6 May 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1240319579

zbMATH Keywords

simulationoptimal stoppingclinical trialssequential estimationsecretary problemalgorithm performanceasymptotic studies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)

Related Items (5)

Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon ⋮ Dokładna i asymptotyczna analiza rozwiązań optymalnych problemów zatrzymania Brussa i Webera ⋮ Odds -theorem and monotonicity ⋮ Sum the Multiplicative Odds to One and Stop ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings

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• A note on the full-information Poisson arrival selection problem
• An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object

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