Optimal Stopping of a Random Sequence with Unknown Distribution

DOI10.1287/moor.2020.1109zbMath1497.60061OpenAlexW3208370919MaRDI QIDQ5076690

Assaf J. Zeevi, Alexander Goldenshluger

Publication date: 17 May 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2020.1109

zbMATH Keywords

optimal stoppingminimax regretrelative ranksextreme-value distributionsthreshold rulesecretary problemsno information

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (3)

A unified approach for solving sequential selection problems ⋮ Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping ⋮ Running minimum in the best-choice problem

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