An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information

DOI10.1239/jap/1429282624zbMath1312.91040OpenAlexW2026621440MaRDI QIDQ5252254

Luis Fuentes García, Martín Egozcue

Publication date: 29 May 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1429282624

zbMATH Keywords

decision theorythreshold strategytwo-envelope problem

Mathematics Subject Classification ID

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

Related Items (2)

The two-envelope problem for general distributions ⋮ Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions

This page was built for publication: An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information