On multiple stopping bales
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Publication:3687443
DOI10.1080/02331938508843030zbMath0571.60057OpenAlexW2027215198MaRDI QIDQ3687443
Publication date: 1985
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938508843030
Related Items (18)
A multiple optimal stopping rule for a buying-selling problem with a deterministic trend ⋮ Promoting assets selling through advertisement channels ⋮ An optimal double stopping rule for a buying-selling problem ⋮ Pareto Optimality in a Bicriterion Optimal Stopping Problem ⋮ Benchmark policies for utility-carrying queues with impatience ⋮ Optimal stopping problems by two or more decision makers: a survey ⋮ Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes ⋮ Double optimal stopping times and dynamic pricing problem: description of the mathematical model ⋮ A note on multiple stopping rules ⋮ Continuity Properties of Optimal Multiple Stopping Value ⋮ A note on monotonicity in optimal multiple stopping problems ⋮ Multiple-stopping problems with random horizon ⋮ Record processes and optimal selection problems with multiple choice ⋮ Optimal multiple stopping problems for discrete time multiparameter stochastic processes ⋮ The monotone condition for optimal multiple stopping problems ⋮ Double optimal stopping of a risk process ⋮ The senior and junior secretaries problem ⋮ Construction of Nash equilibrium based on multiple stopping problem in multi-person game
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