Bayesian optimal stopping with maximum value knowledge

DOI10.1007/978-3-032-03639-1_17MaRDI QIDQ6851595zbMATH OpenFDO

Authors Pieter Kleer, Daan Noordenbos

Publication date 27 February 2026

Full work available at URL https://doi.org/10.1007/978-3-032-03639-1_17

zbMATH Keywords

correlated valuesdistributional robustnessoptimal stoppingrandomised stopping

Mathematics Subject Classification ID

Algorithmic game theory and complexity (91A68)

Cites work

• A constant factor prophet inequality for online combinatorial auctions
• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Correlation-robust analysis of single item auction
• From pricing to prophets, and back!
• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
• Matroid prophet inequalities
• Moment-based minimax stopping functions for sequences of random variables
• Multi-parameter mechanism design and sequential posted pricing
• Optimal revenue guarantees for pricing in large markets
• Prophet inequalities for independent and identically distributed random variables from an unknown distribution
• Relaxing the independence assumption in sequential posted pricing, prophet inequality, and random bipartite matching
• Robust Dynamic Programming
• Robustness and separation in multidimensional screening
• Separation in correlation-robust monopolist problem with budget
• Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
• The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables

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