Objectives in the Best-Choice Problems
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Publication:4681136
DOI10.1081/SQA-200056196zbMath1065.60037MaRDI QIDQ4681136
Publication date: 14 June 2005
Published in: Sequential Analysis (Search for Journal in Brave)
Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (7)
Shelf life of candidates in the generalized secretary problem ⋮ On a duration problem with unbounded geometrical horizon ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ Best choice from the planar Poisson process ⋮ Winning Rate in the Full-Information Best-Choice Problem ⋮ On the optimal stopping problems with monotone thresholds ⋮ An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object
Cites Work
- The full-information best choice problem with a random number of observations
- On an optimal stopping problem of Gusein-Zade
- On a best choice problem with partial information
- Sharp inequalities for optimal stopping with rewards based on ranks
- On best choice problems having similar solutions
- Best choice from the planar Poisson process
- Optimal Stopping With Random Horizon With Application to the Full-Information Best-Choice Problem With Random Freeze
- Asymptotic results for the best-choice problem with a random number of objects
- Optimal selection based on relative ranks with a random number of individuals
- The candidate problem with unknown population size
- Equilibrium Points in a Game Related to the Best Choice Problem
- Minimax-Optimal Strategies for the Best-Choice Problem When a Bound is Known for the Expected Number of Objects
- Selecting a sequence of last successes in independent trials
- On the best-choice problem when the number of observations is random
- Why do these quite different best-choice problems have the same solutions?
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