Optimal Sequential Procedures when More Than one Stop is Required
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Publication:5583529
Cited in
(24)- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
- Average number of candidates surveyed by the headhunter in the recruitment
- Some time-invariant stopping rule problems
- Record processes and optimal selection problems with multiple choice
- A bilevel programming approach to double optimal stopping
- Optimal multiple stopping problems under g-expectation
- Double optimal stopping times and dynamic pricing problem: description of the mathematical model
- A unified approach for solving sequential selection problems
- Generalized sequential procedures
- Dual pricing of multi-exercise options under volume constraints
- Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes
- Optimal multiple stopping problems for discrete time multiparameter stochastic processes
- On a class of best-choice problems
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
- Continuity Properties of Optimal Multiple Stopping Value
- An optimal double stopping rule for a buying-selling problem
- Approximations and bounds for a generalized optimal stopping problem
- Optimal stopping problem with a vector-valued reward function
- On approximative solutions of multistopping problems
- On multiple stopping bales
- The problem of optimal stopping in a partially observable Markov chain
- Double optimal stopping of a risk process
- The monotone condition for optimal multiple stopping problems
- Test for optimality of an extended sequential procedure
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