Running minimum in the best-choice problem

DOI10.1007/s10687-022-00457-3OpenAlexW3205426207MaRDI QIDQ2688195

Patryk Kozieł, Małgorzata Sulkowska, Alexander V. Gnedin

Publication date: 2 March 2023

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.05338

zbMATH Keywords

Poisson point processbest-choice problemfull-information problemrunning minimum process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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