What is Known About Robbins' Problem?

DOI10.1239/JAP/1110381374MaRDI QIDQ5312844zbMATH OpenOpenAlexFDO

Authors F. Thomas Bruss

Publication date 25 August 2005

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

Full work available at URL https://doi.org/10.1239/jap/1110381374

zbMATH Keywords

best-choice problemfull informationlower boundmemorylessRobbins' problemthreshold ruleupper bound

Mathematics Subject Classification ID

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

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Cites work

• A Stochastic Approximation Method
• Best choice from the planar Poisson process
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• Herbert Robbins and sequential analysis
• scientific article; zbMATH DE number 3126759 (Why is no real title available?)
• scientific article; zbMATH DE number 3565828 (Why is no real title available?)
• scientific article; zbMATH DE number 1057571 (Why is no real title available?)
• scientific article; zbMATH DE number 939771 (Why is no real title available?)
• scientific article; zbMATH DE number 3312268 (Why is no real title available?)
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• Minimizing the expected rank with full information
• Optimal rules for the sequential selection of monotone subsequences of maximum expected length
• Optimal selection based on relative rank (the 'Secretary Problem')
• Remarks on the Secretary Problem
• Splitting intervals. II: Limit laws for lengths
• Sum the odds to one and stop
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• The contributions of Herbert Robbins to mathematical statistics
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• The publications and writings of Herbert Robbins
• The secretary problem: minimizing the expected rank with I.I.D. random variables
• Weak convergence results for the Kakutani interval splitting procedure.
• Who solved the secretary problem

Cited in

(10)

• The monotone case approach for the solution of certain multidimensional optimal stopping problems
• Avoiding patterns and making the best choice
• Optimal choice of the best available applicant in full-information models
• A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank
• A new strategy for Robbins' problem of optimal stopping
• scientific article; zbMATH DE number 939771 (Why is no real title available?)
• Optimal rules for the sequential selection of uniform spacings
• A random walk version of Robbins' problem: small horizon
• Strategic disclosure of random variables
• Mathematical intuition, deep learning, and Robbins' problem

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