Objectives in the Best-Choice Problems
From MaRDI portal
Publication:4681136
DOI10.1081/SQA-200056196zbMath1065.60037MaRDI QIDQ4681136
Publication date: 14 June 2005
Published in: Sequential Analysis (Search for Journal in Brave)
60G70: Extreme value theory; extremal stochastic processes
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon, Winning Rate in the Full-Information Best-Choice Problem, An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object, Shelf life of candidates in the generalized secretary problem, On a duration problem with unbounded geometrical horizon, Best choice from the planar Poisson process, On the optimal stopping problems with monotone thresholds
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?
