Sum the Multiplicative Odds to One and Stop

DOI10.1239/jap/1285335408zbMath1201.60039OpenAlexW2065322026MaRDI QIDQ4933198

Mitsushi Tamaki

Publication date: 12 October 2010

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

Full work available at URL: https://doi.org/10.1239/jap/1285335408

zbMATH Keywords

optimal stoppingnonhomogeneous Poisson processsecretary problemplanar Poisson processone-stage look-ahead rulemonotone problemodds theorem

Mathematics Subject Classification ID

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

Related Items (10)

Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon ⋮ Harmonic numbers in gambler's ruin problem ⋮ Stochastic processes with proportional increments and the last-arrival problem ⋮ Dokładna i asymptotyczna analiza rozwiązań optymalnych problemów zatrzymania Brussa i Webera ⋮ Odds -theorem and monotonicity ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ Compare the ratio of symmetric polynomials of odds to one and stop ⋮ On the optimal stopping problems with monotone thresholds ⋮ Lower Bounds for Bruss’ Odds Problem with Multiple Stoppings ⋮ Weber's optimal stopping problem and generalizations

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