A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping

DOI10.1239/jap/1409932681zbMath1312.60047OpenAlexW1996967035MaRDI QIDQ2923443

Katsunori Ano, Tomomi Matsui

Publication date: 15 October 2014

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1409932681

zbMATH Keywords

optimal stoppingsecretary problemMaclaurin's inequalitymultiplicative odds theorem

Mathematics Subject Classification ID

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

Related Items (2)

Odds -theorem and monotonicity ⋮ Compare the ratio of symmetric polynomials of odds to one and stop

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