Dynamic programming of some sequential sampling design
From MaRDI portal
Publication:774588
DOI10.1016/0022-247X(61)90023-3zbMath0102.15603OpenAlexW1971446683MaRDI QIDQ774588
Publication date: 1961
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-247x(61)90023-3
Related Items
When to stop -- a cardinal secretary search experiment, Customer selection problem with profit from a sideline, Optimal, quality-aware scheduling of data consumption in mobile ad hoc networks, Optimal selection from a gamma distribution with unknown parameter, A dynamic multi-item two-activity problem, House-Hunting Without Second Moments, Optimal stopping problem with double reservation value property, Optimal Stopping Problem with Controlled Recall, Duration of offers, price structure, and the gain from search, The Value of Information in Some Variations of the Stopping Problem, Optimal strategies for maximum-number games, Optimal stopping problem with finite-period reservation, Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option, Optimal Assignment tor a Random Sequence with an unknown Parameter, Sequential buying policies, Optimal stopping problem with recall cost, Triangular Numbers and the N-Sided Die Optimal Stopping Problem, On optimal stopping rules
Cites Work
