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Quick solutions for general best choice problems in continuous time - MaRDI portal

Quick solutions for general best choice problems in continuous time

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Publication:4385219

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DOI10.1080/15326349808807469zbMath0934.60041OpenAlexW1976020884MaRDI QIDQ4385219

F. Thomas Bruss

Publication date: 13 April 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349808807469

zbMATH Keywords

secretary problem Pascal process Poisson record process random availability time dependent penalties time scale transformation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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