The best choice problem under ambiguity

DOI10.1007/s00199-012-0715-1zbMath1280.91043OpenAlexW2083891951MaRDI QIDQ372378

Tatjana Chudjakow, Frank Riedel

Publication date: 7 October 2013

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://pub.uni-bielefeld.de/record/1943958

zbMATH Keywords

optimal stoppingambiguityuncertainty aversionsecretary problembest choice problems

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (8)

On stochastic independence under ambiguity ⋮ Optimal decision under ambiguity for diffusion processes ⋮ Cobb-Douglas preferences under uncertainty ⋮ Optimal stopping with behaviorally biased agents: the role of loss aversion and changing reference points ⋮ Hunting for superstars ⋮ Robust best choice problem ⋮ Restrictions and identification in a multidimensional risk-sharing problem ⋮ Aggregate preferred correspondence and the existence of a maximin REE

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• The Secretary Problem and Its Extensions: A Review
• Equilibrium Points in a Game Related to the Best Choice Problem

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