An Optimal Stopping Problem Arising from a Decision Model with Many Agents
From MaRDI portal
Publication:4950722
DOI10.1017/S0269964800005271zbMATH Open0981.60045OpenAlexW2137678014MaRDI QIDQ4950722FDOQ4950722
Authors: Claudia Ceci, Bruno Bassan
Publication date: 3 March 2002
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964800005271
Recommendations
- Geometry of distribution-constrained optimal stopping problems
- An optimal sequential procedure for determining the drift of a Brownian motion among three values
- Optimal prediction of the ultimate maximum of Brownian motion
- On the optimal stopping of a Brownian motion with a negative drift
- Discrete-type approximations for non-Markovian optimal stopping problems. I
- Infinite horizon stopping problems with (nearly) total reward criteria
- Optimal stopping of a piecewise-deterministic markov process
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes
- Linear-quadratic optimal control under non-Markovian switching
Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Cites Work
- Title not available (Why is that?)
- Merging of Opinions with Increasing Information
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Optimal Stopping Time Problem for Degenerate Diffusions
- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
- On the value of information in multi-agent decision theory
Cited In (1)
This page was built for publication: An Optimal Stopping Problem Arising from a Decision Model with Many Agents
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4950722)