An optimal threshold strategy in the two-envelope problem with partial information

DOI10.1239/JAP/1429282624MaRDI QIDQ5252254zbMATH OpenOpenAlexFDO

Authors Martín Egozcue, Luis Fuentes García

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

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

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