A note on the full-information poisson arrival selection problem

Aiko Kurushima; Katsunori Ano

doi:10.1239/jap/1067436106

A note on the full-information poisson arrival selection problem

Aiko Kurushima, Katsunori Ano

Department of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

This note studies a Poisson arrival selection problem for the full-information case with an unknown intensity λ which has a Gamma prior density G(r, 1/a), where a > 0 and r is a natural number. For the no-information case with the same setting, the problem is monotone and the one-step look-ahead rule is an optimal stopping rule; in contrast, this note proves that the full-information case is not a monotone stopping problem.

Original language	English
Pages (from-to)	1147-1154
Number of pages	8
Journal	Journal of Applied Probability
Volume	40
Issue number	4
DOIs	https://doi.org/10.1239/jap/1067436106
Publication status	Published - 2003 Dec 1

Keywords

OLA rule
Optimal stopping
Poisson process
Secretary problem

ASJC Scopus subject areas

Statistics and Probability
Mathematics(all)
Statistics, Probability and Uncertainty

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10.1239/jap/1067436106

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AB - This note studies a Poisson arrival selection problem for the full-information case with an unknown intensity λ which has a Gamma prior density G(r, 1/a), where a > 0 and r is a natural number. For the no-information case with the same setting, the problem is monotone and the one-step look-ahead rule is an optimal stopping rule; in contrast, this note proves that the full-information case is not a monotone stopping problem.

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KW - Secretary problem

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A note on the full-information poisson arrival selection problem

Abstract

Keywords

ASJC Scopus subject areas

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