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Sequential Analysis
Design Methods and Applications
Volume 26, 2007 - Issue 4
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Original Articles

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

Pages 395-401 | Received 20 Jun 2006, Accepted 31 Jan 2007, Published online: 26 Oct 2007

REFERENCES

  • Bearden , J. N. ( 2006 ). A New Secretary Problem with Rank-Based Selection and Cardinal Payoffs , Journal of Mathematical Psychology 50 : 58 – 59 .
  • Gilbert , J. P. and Mosteller , F. ( 1966 ). Recognizing the Maximum of a Sequence , Journal of American Statistical Association 61 : 35 – 73 .
  • Hill , T. P. and Kertz , R. P. ( 1992 ). A Survey of Prophet Inequalities in Optimal Stopping Theory , in Strategies for Sequential Search and Selection in Real Time , pp. 183 – 190 , Contemporary Mathematics 125 , Providence : American Mathematical Society .
  • Kennedy , D. P. and Kertz , R. P. ( 1991 ). The Asymptotic Behavior of the Reward Sequence in the Optimal Stopping of I.I.D. Random Variables , Annals of Probability 19 : 329 – 341 .
  • Recommended by N. Mukhopadhyay

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