Optimal stopping in an urn

DOI10.1214/AOP/1176994720zbMath0434.60046OpenAlexW2032933247WikidataQ56864012 ScholiaQ56864012MaRDI QIDQ1139873

Norman Starr, Wen-chen Chen

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aop/1176994720

zbMATH Keywords

dynamic programmingoptimal stoppingsecretary problemmaximum processmyopic strategyurn sampling

Mathematics Subject Classification ID

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

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Optimal stopping in urn models with payoff depending on maximal observed element

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