Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options

DOI10.1214/aop/1176990864zbMath0704.62067OpenAlexW2047954787MaRDI QIDQ917190

Stephen M. Samuels, F. Thomas Bruss

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990864

zbMATH Keywords

loss functiongeometric distributionquasi-stationaritysecretary problemnoninformative priorrisk functionbest choice problemelapsed timeobserved relative ranksstopping risk

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Optimal stopping in statistics (62L15)

Related Items (5)

Random record processes and state dependent thinning ⋮ The 1/e-strategy is sub-optimal for the problem of best choice under no information ⋮ Pascal processes and their characterization ⋮ Embedding optimal selection problems in a Poisson process ⋮ The best choice problem with random arrivals: how to beat the \(1 / e\)-strategy

This page was built for publication: Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options