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math.PR2024
On a connection between total positivity and Bernoulli stopping problems
Zakaria Derbazi
Consider a discrete-time optimal selection problem where one observes a sequence of independent Bernoulli trials and receives a nonnegative reward upon stopping on a success. The a…
math.PR2024
An Optimal Selection Problem Associated with the Poisson Process
Zakaria Derbazi
Cowan and Zabczyk (1978) introduced a continuous-time generalisation of the secretary problem, where offers arrive at epochs of a homogeneous Poisson process. We expand their work…
math.PR2024
Sum the Probabilities to and Stop
Zakaria Derbazi
This work investigates the optimal selection of the th last success in a sequence of independent Bernoulli trials. We propose a threshold strategy that is -opti…