Probability of stopping at a nondominated option

zbMath0572.90057MaRDI QIDQ1062619

B. A. Berezovskij, Alexander V. Gnedin, Yuliy M. Baryshnikov

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Poisson processpartial orderbest choice problemnondominated optionprobability of stopping

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

On a class of best-choice problems

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