Two-choice optimal stopping

DOI10.1239/aap/1103662960zbMath1086.62087arXivmath/0510242OpenAlexW2592013208MaRDI QIDQ4664085

Ester Samuel-Cahn, David Assaf, Larry Goldstein

Publication date: 5 April 2005

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0510242

zbMATH Keywords

domain of attractionprophet valuemultiple-choice stopping rule

Mathematics Subject Classification ID

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

Related Items (4)

On approximative solutions of multistopping problems ⋮ Continuity Properties of Optimal Multiple Stopping Value ⋮ On-line selection of an acceptable pair ⋮ Optimal Two-Choice Stopping on an Exponential Sequence

Cites Work

• Unnamed Item
• The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
• Extremes and related properties of random sequences and processes
• Ratio prophet inequalities when the mortal has several choices
• Simple ratio prophet inequalities for a mortal with multiple choices
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• Sample extremes: an elementary introduction

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