Rank-based selection strategies for the random walk process

DOI10.1016/S0377-2217(96)00074-4zbMath0917.90283MaRDI QIDQ1278511

Young Hak Chun

Publication date: 5 August 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

stock pricessecretary problemrandom walk model

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Buying and selling an asset over the finite time horizon: a non-parametric approach

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