Sequential selection of random vectors under a sum constraint

DOI10.1239/JAP/1077134673MaRDI QIDQ4819442zbMATH OpenOpenAlexFDO

Authors Mario Stanke

Publication date 24 September 2004

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

Full work available at URL https://semanticscholar.org/paper/29371fcba778bbf76e8a7bd29f2ddeeeb18d47a9

zbMATH Keywords

online selectionsum constraintthreshold region

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

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• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• A note on the selection of random variables under a sum constraint
• Optimal Sequential Selection of Secretaries
• Optimal selection of stochastic intervals under a sum constraint
• Resource constrained scheduling as generalized bin packing

Cited in

(5)

• Optimal selection of stochastic intervals under a sum constraint
• A note on the selection of random variables under a sum constraint
• The BRS-inequality and its applications
• Optimal Sequential selection of n random variables under a constraint
• scientific article; zbMATH DE number 1959613 (Why is no real title available?)

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