Optimal stopping with sampling cost: The secretary problem

DOI10.1214/AOP/1176994519zbMath0449.60033OpenAlexW2036099499MaRDI QIDQ1147430

Thomas J. Lorenzen

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994519

zbMATH Keywords

secretary problemoptimal stopping problemrelative ranksexpected cost for stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Dynamic programming formulation of the group interview problem with a general utility function ⋮ Unnamed Item ⋮ Optimal algorithms for online time series search and one-way trading with interrelated prices ⋮ Online algorithms for the multiple time series search problem ⋮ Optimal Stopping Problem with Controlled Recall ⋮ Rank-based selection strategies for the random walk process

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