Duration problem with multiple exchanges

DOI10.3934/naco.2012.2.333zbMath1274.60134arXiv0812.3765OpenAlexW2962792092MaRDI QIDQ450751

Mitsushi Tamaki, Krzysztof J. Szajowski, Charles E. M. Pearce

Publication date: 14 September 2012

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3765

zbMATH Keywords

dynamic programmingoptimal stoppingrelative ranksbest-choice problemone-step look ahead rule

Mathematics Subject Classification ID

Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Optimal stopping in statistics (62L15)

Related Items (3)

Shelf life of candidates in the generalized secretary problem ⋮ Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon ⋮ On the optimal stopping problems with monotone thresholds

This page was built for publication: Duration problem with multiple exchanges