Optimal stopping problem with recall cost

DOI10.1016/S0377-2217(98)00013-7zbMath0998.90082OpenAlexW1986843254MaRDI QIDQ1847165

Byung-Kook Kang

Publication date: 17 November 2002

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

Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00013-7

zbMATH Keywords

dynamic programmingoptimal stoppingrecallreservation value

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites Work

• Unnamed Item
• Dynamic programming of some sequential sampling design
• Search theory: the case of search with uncertain recall
• Duration of offers, price structure, and the gain from search
• OPTIMAL STOPPING PROBLEM WITH UNCERTAIN RECALL

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