A Sharp Ratio Inequality for Optimal Stopping When Only Record Times are Observed

DOI10.1080/07474940903238136zbMath1183.62137OpenAlexW1968583533MaRDI QIDQ3652765

Pieter C. Allaart

Publication date: 16 December 2009

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940903238136

zbMATH Keywords

optimal stopping rulesecretary problemrelative record

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

Optimal Stopping for Dynamic Recruitment Problem with Probabilistic Loss of Candidates

Cites Work

• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Optimal Stopping for I.I.D. Random Variables Based on the Sequential Information of the Location of Relative Records Only

This page was built for publication: A Sharp Ratio Inequality for Optimal Stopping When Only Record Times are Observed