An Optimal Stopping Problem Arising from a Decision Model with Many Agents
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Publication:4950722
DOI10.1017/S0269964800005271zbMATH Open0981.60045OpenAlexW2137678014MaRDI QIDQ4950722FDOQ4950722
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
Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Cites Work
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- Merging of Opinions with Increasing Information
- 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)
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