Multiple-stopping problems with random horizon

DOI10.1080/02331934.2013.869808MaRDI QIDQ2808308zbMATH OpenOpenAlexFDO

Authors Anna Krasnosielska-Kobos

Publication date 23 May 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2013.869808

zbMATH Keywords

multiple-stopping problemPoisson processrandom horizon

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

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• Multiple buying or selling with vector offers
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• Optimal Sequential Assignments with Random Arrival Times
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• Some Problems in the Theory of Optimal Stopping Rules
• The house-selling problem with reward rate criterion

Cited in

(13)

• A version of the Elfving problem with random starting time
• Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media
• Benchmark policies for utility-carrying queues with impatience
• Construction of Nash equilibrium based on multiple stopping problem in multi-person game
• Promoting assets selling through advertisement channels
• The full-information best-choice problem with uniform or gamma horizons
• Optimal multiple stopping with random waiting times
• Parada optima con horizonte aleatorio
• A version of the Elfving optimal stopping time problem with random horizon
• scientific article; zbMATH DE number 4046795 (Why is no real title available?)
• A version of the Elfving optimal stopping time problem with random horizon
• Randomised rules for stopping problems
• Infinite horizon stopping problems with (nearly) total reward criteria

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