Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon
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Publication:5396590
DOI10.1239/aap/1386857856zbMath1287.60051OpenAlexW1982910995MaRDI QIDQ5396590
Publication date: 31 January 2014
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1386857856
secretary problemrelative rankbest-choice problemBernoulli trialcandidateBruss' odds theoremsimple rule
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items
On a duration problem with unbounded geometrical horizon ⋮ Optimal stopping rule for the full-information duration problem with random horizon ⋮ A new method for computing asymptotic results in optimal stopping problems
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