par Dendievel, Rémi
Référence Mathematical scientist, 38, 2, page (111-123)
Publication Publié, 2013-12
Article révisé par les pairs
Résumé : The odds-theorem and the corresponding solution algorithm (odds-algorithm) are tools to solve a wide range of optimal stopping problems. Its generality and tractability have aroused much attention. (Google for instance 'Bruss odds' to obtain a quick overview.) Many extensions and modifications of this result have appeared since its publication in 2000 (see Bruss 2000)). This article reviews the important new developments and applications in this field. The spectrum of application comprises fields as different as secretary problems, more general stopping problems, robotic maintenance problems, and compassionate use clinical trials, amongst others. This review also includes a new contribution of our own. Odds-algorithm; Bruss algorithm; last hitting time; records;. © Applied Probability Trust 2013.