An Explicit Formula for the Optimal Gain in the Full-Information Problem of Owning a Relatively Best Object

DOI10.1239/JAP/1143936245zbMATH Open1097.60026OpenAlexW1982505749MaRDI QIDQ5488991FDOQ5488991

Authors: Mitsushi Tamaki, Vladimir V. Mazalov 

Publication date: 25 September 2006

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1143936245

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zbMATH Keywords

optimal stoppingsecretary problemmonotone subsequence problemplanar Poisson processduration problem\(e^{-1}\)-law

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• The Best Choice Problem for a Random Number of Objects
• Infinitesimal Look-Ahead Stopping Rules
• Optimal rules for the sequential selection of monotone subsequences of maximum expected length
• Best choice from the planar Poisson process
• A unified approach to a class of best choice problems with an unknown number of options
• Title not available (Why is that?)
• On the full information best-choice problem
• The infinite secretary problem with recall
• Recognizing the maximum of a random sequence based on relative rank with backward solicitation
• The full-information best choice problem with a random number of observations
• On a best choice problem with partial information
• A Secretary Problem with Finite Memory
• Full-information best-choice problems with recall of observations and uncertainty of selection depending on the observation
• On best choice problems having similar solutions
• Title not available (Why is that?)
• Objectives in the Best-Choice Problems
• Why do these quite different best-choice problems have the same solutions?
• A full-information best-choice problem with finite memory

Cited In (9)

• The infinite secretary problem with recall
• 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
• The odds algorithm based on sequential updating and its performance
• Shelf life of candidates in the generalized secretary problem
• On a duration problem with unbounded geometrical horizon
• Optimal stopping rule for the no-information duration problem with random horizon
• Title not available (Why is that?)

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