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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 4, Pages 789–792
DOI: https://doi.org/10.4213/tvp512 (Mi tvp512) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On a best choice problem for discounted sequences

R. Kühne, L. Rüschendorfa

a Institut für Mathematische Stochastik, University of Freiburg, Germany
Full-text PDF (261 kB) Citations (2)
DOI: https://doi.org/10.4213/tvp512
Abstract: The optimal choice problem is considered for a discounted sequence of random variables in the domain of a $\max$-stable distribution. Asymptotically optimal stopping times and the asymptotic value of the stopping problem are determined. For the proof of these results the best choice problem forthe discounted sequence is related to a best choice problem in an associated Poisson process.
Keywords: best-choice problem, Poisson process, stopping problem, $\max$-stable .
Received: 12.01.1999
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 4, Pages 673–677
DOI: https://doi.org/10.1137/S0040585X97978671
Bibliographic databases:
Document Type: Article
Language: English
Citation: R. Kühne, L. Rüschendorf, “On a best choice problem for discounted sequences”, Teor. Veroyatnost. i Primenen., 45:4 (2000), 789–792; Theory Probab. Appl., 45:4 (2001), 673–677
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2001
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\issue 4
\pages 673--677
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  • https://www.mathnet.ru/eng/tvp/v45/i4/p789
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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