Running minimum in the best-choice problem

DOI10.1007/S10687-022-00457-3MaRDI QIDQ2688195zbMATH OpenOpenAlexFDO

Authors Patryk Kozieł, Małgorzata Sulkowska, Alexander Gnedin

Publication date 2 March 2023

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2110.05338

zbMATH Keywords

best-choice problemfull-information problemPoisson point processrunning minimum process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

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• Running minimum in the best-choice problem

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