On the optimal stopping problems with monotone thresholds

DOI10.1239/jap/1450802744zbMath1336.60080OpenAlexW2200307218MaRDI QIDQ2794716

Mitsushi Tamaki

Publication date: 11 March 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1450802744

zbMATH Keywords

optimal stoppingsecretary problemplanar Poisson processmonotone thresholdsbest-choice duration problemcandidate-choice problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)

Related Items (2)

Running minimum in the best-choice problem ⋮ Optimal stopping rule for the full-information duration problem with random horizon

Cites Work

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