scientific article; zbMATH DE number 3229274
From MaRDI portal
Publication:5517486
zbMATH Open0142.17804MaRDI QIDQ5517486FDOQ5517486
Authors: Samuel Karlin
Publication date: 1962
Title of this publication is not available (Why is that?)
Cited In (32)
- Asset selling under debt obligations
- When to stop -- a cardinal secretary search experiment
- A dynamic multi-item two-activity problem
- Approximation of optimal stopping problems.
- Reply to M. J. Beckmann's “Note on: The Optimum Strategy for Choosing the Maximum ofN Independent Random Variables”
- The Class of Mean Residual Lives and Some Consequences
- The trap of complacency in predicting the maximum
- Empirical labor search: a survey
- A new algorithm for the multi-item exponentially discounted optimal selection problem.
- Prophet region for independent random variables with a discount factor
- The Temp Secretary Problem
- Rank-based selection strategies for the random walk process
- The optimum strategy for choosing the maximum ofN independent random variables
- Geometrically convergent projection method in matrix games
- House-selling problem with reward rate criteria and changing costs
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps
- A fuzzy stopping problem with the concept
- Explicit results for a class of asset-selling problems
- Sequential buying policies
- Hiring secretaries over time: the benefit of concurrent employment
- Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
- Online network design with outliers
- Konjugierte Funktionen
- Promoting assets selling through advertisement channels
- Learning about the arrival of sales
- Optimal stopping problem with double reservation value property
- Selecting the best choice in the full information group interview problem
- Optimal stopping problem with recall cost
- On approximative solutions of multistopping problems
- A two-person noncooperative game for assets selling problem: Independent case. Sixth International Workshop of the Bellman Continuum (Hachioji, 1994)
- On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces
- Market allocation through search: Equilibrium adjustment and price dispersion
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5517486)