On the full information best-choice problem

DOI10.2307/3215349zbMath0871.60038OpenAlexW2331045697MaRDI QIDQ4716093

Alexander V. Gnedin

Publication date: 18 December 1996

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

Full work available at URL: https://doi.org/10.2307/3215349

zbMATH Keywords

Poisson processrecordsoptimal stopping problembest-choice problem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (18)

Multi-criteria optimal stopping methods applied to the portfolio optimisation problem ⋮ Approximation of optimal stopping problems. ⋮ Why do these quite different best-choice problems have the same solutions? ⋮ Iterated full information secretary problem ⋮ Running minimum in the best-choice problem ⋮ On approximative solutions of multistopping problems ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem ⋮ Best choice from the planar Poisson process ⋮ Full-information best choice game with hint ⋮ An interactive method for the optimal selection problem with two decision makers ⋮ Sum the Multiplicative Odds to One and Stop ⋮ A new strategy for Robbins’ problem of optimal stopping ⋮ Winning Rate in the Full-Information Best-Choice Problem ⋮ On the optimal stopping problems with monotone thresholds ⋮ Optimal stopping rule for the full-information duration problem with random horizon ⋮ Optimal Choice of the Best Available Applicant in Full-Information Models ⋮ An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object ⋮ Recognising the last record of sequence

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