Pareto Optimality in a Bicriterion Optimal Stopping Problem

DOI10.1080/07474946.2013.843333zbMath1319.60086OpenAlexW2018665122MaRDI QIDQ2941684

Cloud Makasu

Publication date: 24 August 2015

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.843333

zbMATH Keywords

double optimal stopping problemvector-valued optimal stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17)

Cites Work

• Unnamed Item
• Theory of multiobjective optimization
• On optimal timing of investment when cost components are additive and follow geometric diffusions
• Optimal time to invest when the price processes are geometric Brownian motions
• On multiple stopping bales
• A note on multiple stopping rules
• Optimal Time to Exchange Two Baskets

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