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

DOI10.1016/0167-7152(93)90070-YzbMath0764.60044OpenAlexW2029895767MaRDI QIDQ1210126

Ester Samuel-Cahn

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90070-y

zbMATH Keywords

discountingsampling without replacementcost of observationoptimal stopping rulesprophet inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Unnamed Item
• Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
• Comparisons of optimal stopping values and prophet inequalities for negatively dependent random variables
• Optimal stopping in an urn
• A difference prophet inequality for bounded i.i.d. variables, with cost for observations
• Iequalities for symmetric sampling plans. I
• The Secretary Problem and Its Extensions: A Review
• Optimal stopping when sampling with and without replacement

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