An optimal choice problem for uniform random variables seen simultaneously or sequentially with availability depending on the observation.

DOI10.1016/J.SPL.2003.07.020zbMath1116.60015OpenAlexW2080446937MaRDI QIDQ1423038

D. Massart

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/j.spl.2003.07.020

zbMATH Keywords

Secretary problemBackward solicitationUncertainty of selection

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach

Cites Work

• Best-choice problems involving uncertainty of selection and recall of observations
• Full-information best-choice problems with recall of observations and uncertainty of selection depending on the observation
• A secretary problem with uncertain employment
• Recognizing the maximum of a random sequence based on relative rank with backward solicitation
• Optimizing a single uncertain selection by recall of observations

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