Multiple-stopping problems with random horizon

DOI10.1080/02331934.2013.869808zbMath1337.60073OpenAlexW2011704737MaRDI QIDQ2808308

Anna Krasnosielska-Kobos

Publication date: 23 May 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.869808

zbMATH Keywords

Poisson processrandom horizonmultiple-stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (5)

Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media ⋮ Promoting assets selling through advertisement channels ⋮ Benchmark policies for utility-carrying queues with impatience ⋮ The full-information best-choice problem with uniform or gamma horizons ⋮ Construction of Nash equilibrium based on multiple stopping problem in multi-person game

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