An Optimal Selection Problem Associated with the Poisson Process
Richard J Cowan, Jerzy Zabczyk · Theory of Probability and Its Applications · 1979
Previous article Next article An Optimal Selection Problem Associated with the Poisson ProcessR. Cowan and J. ZabczykR. Cowan and J. Zabczykhttps://doi.org/10.1137/1123066PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] M. Gardner, Mathematical games, Scientific American, 202 (1960), 150–156, 3 (1960), pp. 173–182. CrossrefGoogle Scholar[2] E. B. Dynkin, Optimal choice of the stopping moment of a Markov process, Dokl. Akad. Nauk SSSR, 150 (1963), 238–240 MR0154329 Google Scholar[3] A. Cayley, Problem No. $4528$, The Educational Times, 27 (1874), 189–237 Google Scholar[4] E. L. Presman and , I. M. Sonin, The best choice problem for a random number of objects, Theory Prob. Applications, 17 (1972), 657–668 10.1137/1117078 0296.60031 LinkGoogle Scholar[5] V. I. Arkin, , E. L. Presman and , I. M. Sonin, Optimal selection with incomplete information, Econ. Matem. Met., 11 (1975), 439–452, (In Russian.) Google Scholar[6] A. N. Shiryaev, Statistical sequential analysis, American Mathematical Society, Providence, R.I., 1973iv+174 MR0350990 0463.62068 Google Scholar[7] Evgenii B. Dynkin and , Aleksandr A. Yushkevich, Markov processes: Theorems and problems, Translated from the Russian by James S. Wood, Plenum Press, New York, 1969x+237 MR0242252 CrossrefGoogle Scholar[8] Y. S. Chow, , Herbert Robbins and , David Siegmund, Great expectations: the theory of optimal stopping, Houghton Mifflin Co., Boston, Mass., 1971xii+141 MR0331675 0233.60044 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails The 1/e-strategy is sub-optimal for the problem of best choice under no informationStochastic Processes and their Applications, Vol. 150 Cross Ref Trapping the Ultimate Success5 January 2022 | Mathematics, Vol. 10, No. 1 Cross Ref The best choice problem with random arrivals: How to beat the 1/e -strategyStochastic Processes and their Applications, Vol. 19 Cross Ref Research on the Satisficing Policy of the Secretary Problem1 September 2013 | Applied Mechanics and Materials, Vol. 427-429 Cross Ref Bibliography14 October 2011 Cross Ref When is it important to know you've been rejected? 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