On the full information best-choice problem

DOI10.2307/3215349MaRDI QIDQ4716093zbMATHOpenAlexFDO

Authors Alexander 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 processoptimal stopping problemrecordsbest-choice problem

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 758012
• scientific article; zbMATH DE number 3862278
• A Full-Information Best-Choice Problem with Allowance
• The full-information best choice problem with a random number of observations
• scientific article; zbMATH DE number 34427
• A full-information best-choice problem with finite memory
• scientific article; zbMATH DE number 3901857
• The best choice problem with complete information and disordering

Cited in

(25)

• Best choice from the planar Poisson process
• Optimal choice of the best available applicant in full-information models
• Why do these quite different best-choice problems have the same solutions?
• Optimal Stopping with Rank-Dependent Loss
• Sum the multiplicative odds to one and stop
• Running minimum in the best-choice problem
• An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object
• Recognising the last record of sequence
• Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
• On the optimal stopping problems with monotone thresholds
• Iterated full information secretary problem
• Optimal stopping rule for the full-information duration problem with random horizon
• scientific article; zbMATH DE number 1023193 (Why is no real title available?)
• An interactive method for the optimal selection problem with two decision makers
• Maximum probabilities, information, and choice under uncertainty
• scientific article; zbMATH DE number 1927260 (Why is no real title available?)
• Winning Rate in the Full-Information Best-Choice Problem
• On approximative solutions of multistopping problems
• Full-information best choice game with hint
• A new strategy for Robbins' problem of optimal stopping
• Approximation of optimal stopping problems.
• scientific article; zbMATH DE number 3862278 (Why is no real title available?)
• scientific article; zbMATH DE number 1087223 (Why is no real title available?)
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• scientific article; zbMATH DE number 34427 (Why is no real title available?)

This page was built for publication: On the full information best-choice problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4716093)