An optimal double stopping rule for a buying-selling problem
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Cites work
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- Construction of Nash equilibrium based on multiple stopping problem in multi-person game
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- scientific article; zbMATH DE number 3126759 (Why is no real title available?)
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 1227086 (Why is no real title available?)
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- Mate choice when males are in patches: optimal strategies and good rules of thumb
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- Optimal Sequential Assignments with Random Arrival Times
- Optimal Sequential Procedures when More Than one Stop is Required
- Optimal Strategies for Selling an Asset
- Test for optimality of an extended sequential procedure
- The Dynamic and Stochastic Knapsack Problem with Deadlines
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- Who solved the secretary problem
Cited in
(7)- An optimal sequential procedure for a multiple selling problem with independent observations
- A multiple optimal stopping rule for a buying-selling problem with a deterministic trend
- An optimal sequential procedure for a buying-selling problem with independent observations
- Double Optimal Stopping in the Fishing Problem
- An overview of approximate dynamic programming methods for optimal stopping problems
- Optimal stopping strategies in gambler's ruin game
- Optimal double stopping time problem
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