On the full information best-choice problem

DOI10.2307/3215349zbMATH Open0871.60038OpenAlexW2331045697MaRDI QIDQ4716093FDOQ4716093

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

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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)

Cited In (25)

• Winning Rate in the Full-Information Best-Choice Problem
• Approximation of optimal stopping problems.
• On the optimal stopping problems with monotone thresholds
• Title not available (Why is that?)
• Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
• An interactive method for the optimal selection problem with two decision makers
• Full-information best choice game with hint
• A new strategy for Robbins' problem of optimal stopping
• Why do these quite different best-choice problems have the same solutions?
• Optimal stopping rule for the full-information duration problem with random horizon
• An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object
• Title not available (Why is that?)
• Optimal Stopping with Rank-Dependent Loss
• Recognising the last record of sequence
• Maximum probabilities, information, and choice under uncertainty
• Sum the multiplicative odds to one and stop
• 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
• Optimal choice of the best available applicant in full-information models
• Title not available (Why is that?)
• Title not available (Why is that?)
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