On a duration problem with unbounded geometrical horizon

DOI10.1016/J.ORL.2017.05.001zbMath1409.60067OpenAlexW2614744167MaRDI QIDQ1728264

Marek Skarupski

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.05.001

zbMATH Keywords

optimal stoppingsecretary problemduration problemnon-extremal observations

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

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