Optimal stopping problem with finite-period reservation

DOI10.1016/S0377-2217(98)00318-XzbMath0933.90066OpenAlexW2042836604MaRDI QIDQ1806621

Tsuyoshi Saito

Publication date: 8 November 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00318-x

zbMATH Keywords

dynamic programmingfinite planning horizonreservationdiscrete-time optimal stopping problem

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Delay-tolerant delivery of quality information in ad hoc networks ⋮ Optimal, quality-aware scheduling of data consumption in mobile ad hoc networks ⋮ Optimal stopping problem with double reservation value property ⋮ Optimal Stopping for Dynamic Recruitment Problem with Probabilistic Loss of Candidates

Cites Work

• Dynamic programming of some sequential sampling design
• The secretary problem with a call option
• Search theory: the case of search with uncertain recall
• Optimal stopping problem with recall cost
• Optimal Sequential Selection Based on Relative Ranks with Renewable Call Options
• OPTIMAL STOPPING PROBLEM WITH UNCERTAIN RECALL
• Optimal Stopping Problem with Controlled Recall

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