Optimal Stopping with Rank-Dependent Loss

DOI10.1239/jap/1197908820zbMath1146.60038arXiv0705.2976OpenAlexW2027435389MaRDI QIDQ5448748

Alexander V. Gnedin

Publication date: 7 March 2008

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

Full work available at URL: https://arxiv.org/abs/0705.2976

zbMATH Keywords

best-choice problemplanar Poisson processRobbin's problem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (5)

The Noisy Secretary Problem and Some Results on Extreme Concomitant Variables ⋮ A unified approach for solving sequential selection problems ⋮ Shelf life of candidates in the generalized secretary problem ⋮ A new strategy for Robbins’ problem of optimal stopping ⋮ A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank

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