Two-choice optimal stopping
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Publication:4664085
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
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
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- 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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