Multiple buying or selling with vector offers
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Publication:4376516
DOI10.2307/3215010zbMath0905.60028OpenAlexW2767534957MaRDI QIDQ4376516
Thomas S. Ferguson, F. Thomas Bruss
Publication date: 14 January 1999
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215010
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (12)
Cooperative Stopping Rules in Multivariate Problems ⋮ A multiple optimal stopping rule for a buying-selling problem with a deterministic trend ⋮ Dynamic search models with multiple items ⋮ Asymptotic analysis for multi-objective sequential stochastic assignment problems ⋮ An optimal double stopping rule for a buying-selling problem ⋮ Optimal stopping strategies in the game ``the price is right ⋮ A new algorithm for the multi-item exponentially discounted optimal selection problem. ⋮ On approximative solutions of multistopping problems ⋮ The monotone case approach for the solution of certain multidimensional optimal stopping problems ⋮ Optimal times to buy and sell a home ⋮ House-selling problem with reward rate criteria and changing costs ⋮ Multiple-stopping problems with random horizon
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