On the multi-attribute stopping problem with general value functions

DOI10.1016/J.ORL.2006.04.002MaRDI QIDQ2467472zbMATH OpenOpenAlexFDO

Authors J. Cole Smith, Churlzu Lim, J. Neil Bearden

Publication date 21 January 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2006.04.002

zbMATH Keywords

multi-attribute optimizationsequential search

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15) Dynamic programming (90C39)

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Cites work

• A Class of Stochastic Investment Problems
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Information Acquisition and the Adoption of New Technology
• Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping
• Limit theorems for threshold-stopped random variables with applications to optimal stopping
• Optimal Persistence Policies
• The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
• Uncertain Search: A Model of Search Among Technologies of Uncertain Values

Cited in

(5)

• On determining the importance of attributes with a stopping problem
• Information acquisition for service contract quotations made by repair shops
• `Divide-and-choose' in list-based decision problems
• Multi-attribute sequential decision problem with optimizing and satisficing attributes
• The value of information in some variations of the stopping problem

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