Optimal Stopping for I.I.D. Random Variables Based on the Sequential Information of the Location of Relative Records Only

DOI10.1080/07474940701620840zbMath1144.62068OpenAlexW2060958101MaRDI QIDQ5431473

Ester Samuel-Cahn

Publication date: 10 December 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701620840

zbMATH Keywords

domain of attractionsecretary problemrelative rankrelative recordsstopping value

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (3)

No-information secretary problems with cardinal payoffs and Poisson arrivals ⋮ A Sharp Ratio Inequality for Optimal Stopping When Only Record Times are Observed ⋮ Optimal Stopping for Dynamic Recruitment Problem with Probabilistic Loss of Candidates

Cites Work

• The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
• A new secretary problem with rank-based selection and cardinal payoffs

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