The full-information best-choice problem with uniform or gamma horizons

DOI10.1080/02331934.2015.1080253MaRDI QIDQ2810092zbMATH OpenOpenAlexFDO

Authors Michael Bendersky, Israel David

Publication date 31 May 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2015.1080253

zbMATH Keywords

dynamic programmingrandom horizonfixed horizonfull-information secretary problems

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 2012514 (Why is no real title available?)
• A Full-Information Best-Choice Problem with Allowance
• A Time-dependent Stopping Problem with Application to Live Organ Transplants
• A new continuous-time search model
• A persistency problem connected with a point process
• Multiple-stopping problems with random horizon
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• Some Problems in the Theory of Optimal Stopping Rules
• The full-information best choice problem with a random number of observations

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