A note on last-success-problem

DOI10.1090/tpms/1139zbMath1470.60114arXiv1811.09804OpenAlexW3172752701MaRDI QIDQ5003661

José María Grau

Publication date: 22 July 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.09804

zbMATH Keywords

optimal stoppinglower boundsoptimal thresholdlast-success-problemodds-theorem

Mathematics Subject Classification ID

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

Cites Work

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• A note on bounds for the odds theorem of optimal stopping.
• Sum the odds to one and stop
• A turn-based game related to the last-success-problem
• An extension of the last-success-problem
• A sharp lower bound for choosing the maximum of an independent sequence
• Odds -theorem and monotonicity
• The Sum-the-Odds Theorem with Application to a Stopping Game of Sakaguchi

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