Optimal Sequential Procedures when More Than one Stop is Required
From MaRDI portal
Cited in
(24)- On a class of best-choice problems
- Generalized sequential procedures
- Test for optimality of an extended sequential procedure
- Optimal multiple stopping problems under g-expectation
- An optimal double stopping rule for a buying-selling problem
- A unified approach for solving sequential selection problems
- Double optimal stopping times and dynamic pricing problem: description of the mathematical model
- A bilevel programming approach to double optimal stopping
- Double optimal stopping of a risk process
- Continuity Properties of Optimal Multiple Stopping Value
- Record processes and optimal selection problems with multiple choice
- On multiple stopping bales
- Approximations and bounds for a generalized optimal stopping problem
- Some time-invariant stopping rule problems
- Optimal multiple stopping problems for discrete time multiparameter stochastic processes
- The monotone condition for optimal multiple stopping problems
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
- Dual pricing of multi-exercise options under volume constraints
- Optimal stopping problem with a vector-valued reward function
- Average number of candidates surveyed by the headhunter in the recruitment
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
- Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes
- On approximative solutions of multistopping problems
- The problem of optimal stopping in a partially observable Markov chain
This page was built for publication: Optimal Sequential Procedures when More Than one Stop is Required
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5583529)