Sharp inequalities for optimal stopping with rewards based on ranks

DOI10.1214/aoap/1177005713zbMath0758.60041OpenAlexW1967119706MaRDI QIDQ1198584

Douglas P. Kennedy, Theodore P. Hill

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1214/aoap/1177005713

zbMATH Keywords

optimal stoppingbest choice problemuniversal lower bound for the maximal expected reward

Mathematics Subject Classification ID

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

Related Items (6)

Running minimum in the best-choice problem ⋮ Objectives in the Best-Choice Problems ⋮ Winning Rate in the Full-Information Best-Choice Problem ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ Optimal selection problems based on exchangeable trials ⋮ Sum the odds to one and stop

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