Geodesic
On a best choice problem for discounted sequences
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 4, pp. 789-792

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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, stopping problem
Mots-clés : Poisson process, $\max$-stable . 
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     author = {R. K\"uhne and L. R\"uschendorf},
     title = {On a best choice problem for discounted sequences},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {789--792},
     publisher = {mathdoc},
     volume = {45},
     number = {4},
     year = {2000},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a16/}
}
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R. Kühne; L. Rüschendorf. On a best choice problem for discounted sequences. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 4, pp. 789-792. http://geodesic.mathdoc.fr/item/TVP_2000_45_4_a16/