Abstract
We consider optimal stopping problems with loss function q depending on the rank of the stopped random variable. Samuels asked whether there exists an exchangeable sequence of random variables
Citation
Alexander V. Gnedin. Ulrich Krengel. "Optimal selection problems based on exchangeable trials." Ann. Appl. Probab. 6 (3) 862 - 882, August 1996. https://doi.org/10.1214/aoap/1034968230
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