A note on Bruss' stopping problem with random availability

Katsunori Ano, Masakazu Ando · Lecture notes-monograph series · 2000

Bruss (1987) has studied a continuous-time generalization of the so-called secretary problem, where options arise according to homogeneous Poisson processes with an unknown intensity of λ.In this note, the solution is extended to the case with random availability, that is, there exists a fixed known probability p(0 1).The case when the probability of availability depends on m is also studied.

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