On a best-choice problem by dependent criteria

DOI10.2307/3215248zbMath0798.62085OpenAlexW4241697062MaRDI QIDQ4296385

Alexander V. Gnedin

Publication date: 10 November 1994

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

Full work available at URL: https://doi.org/10.2307/3215248

zbMATH Keywords

multivariate extremesstopping rulessecretary problemmultivariate normalbest-choice problemcomponentwise maximatriangular distributionsbivariate Cauchymultipopulation modelsassumption of asymptotic degeneracy of occurrence of multiple maximaassumption of asymptotic independenceasymptotic optimality of threshold stopping ruleslimiting probability boundsmulticriteria secretary problemno and partial recall

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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