IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i23p2429-2436.html
   My bibliography  Save this article

A version of the Elfving problem with random starting time

Author

Listed:
  • Krasnosielska, Anna

Abstract

An optimal stopping time problem with a Poisson process, discount function and random starting time is considered. Generalizations to a problem with random horizon and to a multi-person stopping game with priorities are presented.

Suggested Citation

  • Krasnosielska, Anna, 2009. "A version of the Elfving problem with random starting time," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2429-2436, December.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:23:p:2429-2436
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00326-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Szajowski, Krzysztof, 2007. "A game version of the Cowan-Zabczyk-Bruss' problem," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1683-1689, November.
    2. Kühne, Robert & Rüschendorf, Ludger, 2000. "Approximation of optimal stopping problems," Stochastic Processes and their Applications, Elsevier, vol. 90(2), pages 301-325, December.
    3. Ramsey, David M., 2008. "A large population job search game with discrete time," European Journal of Operational Research, Elsevier, vol. 188(2), pages 586-602, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ferenstein, Elzbieta Z. & Krasnosielska, Anna, 2010. "No-information secretary problems with cardinal payoffs and Poisson arrivals," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 221-227, February.
    2. Anna Krasnosielska-Kobos & Elżbieta Ferenstein, 2013. "Construction of Nash Equilibrium in a Game Version of Elfving’s Multiple Stopping Problem," Dynamic Games and Applications, Springer, vol. 3(2), pages 220-235, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. L. Bayón & P. Fortuny & J. Grau & A. M. Oller-Marcén & M. M. Ruiz, 2019. "The Best-or-Worst and the Postdoc problems with random number of candidates," Journal of Combinatorial Optimization, Springer, vol. 38(1), pages 86-110, July.
    2. Alpern, S. & Katrantzi, I. & Ramsey, D.M., 2013. "Partnership formation with age-dependent preferences," European Journal of Operational Research, Elsevier, vol. 225(1), pages 91-99.
    3. Alpern, Steve & Katrantzi, Ioanna & Ramsey, David, 2014. "Equilibrium population dynamics when mating is by mutual choice based on age," Theoretical Population Biology, Elsevier, vol. 94(C), pages 63-72.
    4. Ramsey, David M., 2012. "Partnership formation based on multiple traits," European Journal of Operational Research, Elsevier, vol. 216(3), pages 624-637.
    5. Gnedin, A.V.Alexander V., 2004. "Best choice from the planar Poisson process," Stochastic Processes and their Applications, Elsevier, vol. 111(2), pages 317-354, June.
    6. Stephen Kinsella & David M. Ramsey, 2011. "A Model of Partnership Formation with Friction and Multiple Criteria," Working Papers 201119, Geary Institute, University College Dublin.
    7. F. Thomas Bruss, 2021. "Combined Games with Randomly Delayed Beginnings," Mathematics, MDPI, vol. 9(5), pages 1-16, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:23:p:2429-2436. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.