A note on the full-information poisson arrival selection problem

Aiko Kurushima, Katsunori Ano

Research output: Contribution to journalArticle

2 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 languageEnglish
Pages (from-to)1147-1154
Number of pages8
JournalJournal of Applied Probability
Volume40
Issue number4
DOIs
Publication statusPublished - 2003 Dec 1

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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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