On a Best Choice Problem for Discounted Sequences

DOI10.1137/S0040585X97978671zbMath0990.60044MaRDI QIDQ4328513

Robert Kühne, Ludger Rüschendorf

Publication date: 25 April 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Poisson processbest-choice problemstopping problem\(\max\)-stable

Mathematics Subject Classification ID

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

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