Optimal algorithms for online time series search and one-way trading with interrelated prices
From MaRDI portal
Publication:421255
DOI10.1007/s10878-010-9344-4zbMath1247.90225OpenAlexW2001747258MaRDI QIDQ421255
Yucheng Dong, Feifeng Zheng, Yin-Feng Xu, Wen-Ming Zhang
Publication date: 23 May 2012
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10878-010-9344-4
Related Items (12)
Online Two Stage k-Search Problem and Its Competitive Analysis ⋮ Competitive difference analysis of the one-way trading problem with limited information ⋮ An online trading problem with an increasing number of available products ⋮ Competitive analysis of bi-directional non-preemptive conversion ⋮ Optimal replenishment under price uncertainty ⋮ COMPETITIVE ANALYSIS OF INTERRELATED PRICE ONLINE INVENTORY PROBLEMS WITH DEMANDS ⋮ Online two-way trading: randomization and advice ⋮ Competitive analysis of online inventory problem with interrelated prices ⋮ Competitive difference analysis of the cash management problem with uncertain demands ⋮ Optimal online two-way trading with bounded number of transactions ⋮ Online k-max Search Algorithms with Applications to the Secretary Problem ⋮ Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
Cites Work
- Unnamed Item
- Optimal algorithms for \(k\)-search with application in option pricing
- Optimal stopping problems by two or more decision makers: a survey
- Online search with time-varying price bounds
- Optimal stopping with sampling cost: The secretary problem
- Who solved the secretary problem? With comments and a rejoinder by the author
- Average-Case Competitive Analyses for One-Way Trading
- Optimal search and one-way trading online algorithms
This page was built for publication: Optimal algorithms for online time series search and one-way trading with interrelated prices