Minimizing the time to a decision

DOI10.1214/10-AAP737zbMath1230.93100arXiv0911.5413MaRDI QIDQ655582

Jon Warren, Peter Windridge, S. D. Jacka

Publication date: 4 January 2012

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

Full work available at URL: https://arxiv.org/abs/0911.5413

zbMATH Keywords

dynamic resource allocationoptimal stochastic controlmultiparameter processesternary majority

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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• Random-Turn Hex and Other Selection Games
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• ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS

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