Duration problem: basic concept and some extensions

DOI10.14708/ma.v44i1.829zbMath1370.60078arXiv1605.08364OpenAlexW2963570240MaRDI QIDQ5357639

Marek Skarupski, Zdzislaw Porosiński, Krzysztof J. Szajowski

Publication date: 12 September 2017

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08364

zbMATH Keywords

optimal stoppingsecretary problemduration problem

Mathematics Subject Classification ID

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

Related Items (3)

Zdzisław Józef Porosiński: wspomnienie ⋮ On a duration problem with unbounded geometrical horizon ⋮ A new method for computing asymptotic results in optimal stopping problems

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