A note on monotonicity in optimal multiple stopping problems

DOI10.1016/0167-7152(93)90075-TzbMath0818.60038OpenAlexW2076548530MaRDI QIDQ1210132

J. Preater

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)90075-t

zbMATH Keywords

secretary problemoptimal multiple stoppingoptimal choice problem

Mathematics Subject Classification ID

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

Related Items (4)

Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes ⋮ On-line selection of an acceptable pair ⋮ Optimal multiple stopping problems for discrete time multiparameter stochastic processes ⋮ The monotone condition for optimal multiple stopping problems

Cites Work

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• On a class of best-choice problems
• Prophet-type inequalities for multi-choice optimal stopping
• Sequential selection with a better-than-average rule
• On multiple stopping bales

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