Optimal solution to the multinomial selection problem for two alternatives

DOI10.1080/07474946.2017.1360093zbMath1378.62045OpenAlexW2756521956MaRDI QIDQ4596540

Timur Tankayev, Craig A. Tovey

Publication date: 1 December 2017

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

Full work available at URL: https://doi.org/10.1080/07474946.2017.1360093

zbMATH Keywords

linear programmingselectionleast favorable configurationmultinomialslippage

Mathematics Subject Classification ID

Linear programming (90C05) Stopping times; optimal stopping problems; gambling theory (60G40) Statistical ranking and selection procedures (62F07) Optimal stopping in statistics (62L15)

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