A new method for computing asymptotic results in optimal stopping problems

DOI10.1007/s40840-022-01436-4zbMath1499.60127arXiv2205.08495OpenAlexW4311532802MaRDI QIDQ2105922

L. Bayón, M. M. Ruiz, Pedro Fortuny Ayuso, José María Grau, Antonio M. Oller-Marcén

Publication date: 8 December 2022

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.08495

zbMATH Keywords

combinatorial optimizationsecretary problemoptimal stopping problemsthreshold strategy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Uses Software

• DLMF

Cites Work

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