Selecting the last success in Markov-dependent trials

DOI10.1239/jap/1025131425zbMath1006.60038OpenAlexW2038693758MaRDI QIDQ3153653

Jiing-Ru Yang, S.-R. Hsiau

Publication date: 28 November 2002

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

Full work available at URL: https://doi.org/10.1239/jap/1025131425

zbMATH Keywords

optimal stoppingbackward inductionsecretary problemlast successMarkov-dependent trials

Mathematics Subject Classification ID

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

Related Items (10)

Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon ⋮ On Markov-dependent parking problems ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ Dokładna i asymptotyczna analiza rozwiązań optymalnych problemów zatrzymania Brussa i Webera ⋮ Sum the Multiplicative Odds to One and Stop ⋮ Selecting the last consecutive record in a record process ⋮ Odds Theorem with Multiple Selection Chances ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ The odds algorithm based on sequential updating and its performance ⋮ Weber's optimal stopping problem and generalizations

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