scientific article; zbMATH DE number 3615750

zbMath0396.62063MaRDI QIDQ4179709

Zabczyk, Jerzy, Richard Cowan

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov ChainPoisson ProcessOptimal StoppingContinuous-Time Versionn of Secretary ProblemOptimal Selection

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Optimal stopping in statistics (62L15)

Related Items (6)

The full-information best choice problem with a random number of observations ⋮ No-information secretary problems with cardinal payoffs and Poisson arrivals ⋮ Maximizing the Expected Duration of Owning a Relatively Best Object in a Poisson Process with Rankable Observations ⋮ The best-or-worst and the postdoc problems with random number of candidates ⋮ On optimal choosing of one of the \(k\) best objects. ⋮ OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS

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