scientific article; zbMATH DE number 3383344
From MaRDI portal
Publication:5653410
zbMath0242.60018MaRDI QIDQ5653410
Publication date: 1963
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (80)
Optimal stopping problems with restricted stopping times ⋮ Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow ⋮ Multi-criteria optimal stopping methods applied to the portfolio optimisation problem ⋮ Perpetual American options in diffusion-type models with running maxima and drawdowns ⋮ Diffusion transformations, Black-Scholes equation and optimal stopping ⋮ Prophet Secretary ⋮ Approximation algorithms for stochastic combinatorial optimization problems ⋮ The simulated greedy algorithm for several submodular matroid secretary problems ⋮ Secretary Markets with Local Information ⋮ Monotone \(k\)-submodular secretary problems: cardinality and knapsack constraints ⋮ Prophet Secretary ⋮ An optimal stopping problem with finite horizon for sums of i.i.d. random variables ⋮ Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy ⋮ Average number of candidates surveyed by the headhunter in the recruitment ⋮ Formal barriers to simple algorithms for the matroid secretary problem ⋮ Primal Beats Dual on Online Packing LPs in the Random-Order Model ⋮ Online network design with outliers ⋮ THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS ⋮ The secretary recommendation problem ⋮ The Wiener disorder problem with finite horizon ⋮ Continuous parameter optimal stopping problems ⋮ The multi-returning secretary problem ⋮ Finding the second-best candidate under the Mallows model ⋮ New results for the \(k\)-secretary problem ⋮ An algorithm to solve optimal stopping problems for one-dimensional diffusions ⋮ A Framework for the Secretary Problem on the Intersection of Matroids ⋮ Finite Horizon Impulse control of Stochastic Functional Differential Equations ⋮ Constant-competitiveness for random assignment matroid secretary without knowing the matroid ⋮ Machine covering in the random-order model ⋮ Secretary and online matching problems with machine learned advice ⋮ A new look at the returning secretary problem ⋮ The best-or-worst and the postdoc problems with random number of candidates ⋮ Optimal switching among a finite number of Markov processes ⋮ Knapsack secretary through boosting ⋮ On one problem of the optimal choice of record values ⋮ Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays ⋮ Optimal stopping problems for some Markov processes ⋮ Strongly supermedian functions and optimal stopping ⋮ On the solution of general impulse control problems using superharmonic functions ⋮ The secretary problem with reservation costs ⋮ Dynamic programming and the secretary problem ⋮ Optimal stopping problems by two or more decision makers: a survey ⋮ Improved Online Algorithms for Knapsack and GAP in the Random Order Model ⋮ The Submodular Secretary Problem Goes Linear ⋮ Scheduling In the random-order model ⋮ The best-or-worst and the postdoc problems ⋮ The integral option in a model with jumps ⋮ Bayesian Quickest Detection Problems for Some Diffusion Processes ⋮ Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem ⋮ Maximizing the probability of attaining a target prior to extinction ⋮ Secretary markets with local information ⋮ An interactive method for the optimal selection problem with two decision makers ⋮ An optimal stopping problem in a diffusion-type model with delay ⋮ Sum the Multiplicative Odds to One and Stop ⋮ The disorder problem for compound Poisson processes with exponential jumps ⋮ On variants of the matroid secretary problem ⋮ Unnamed Item ⋮ An analysis of transient Markov decision processes ⋮ Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes ⋮ Unnamed Item ⋮ Prior independent mechanisms via prophet inequalities with limited information ⋮ Improved online algorithms for Knapsack and GAP in the random order model ⋮ Parada optima con horizonte aleatorio ⋮ On the problem of the optimal choice of record values ⋮ On generalizations of the optimal choice problem ⋮ The Matroid Secretary Problem for Minor-Closed Classes and Random Matroids ⋮ Optimal stopping and supermartingales over partially ordered sets ⋮ Improved Competitive Ratios for Submodular Secretary Problems (Extended Abstract) ⋮ Selecting the best choice in the weighted secretary problem ⋮ Existence and explicit determination of optimal stopping times ⋮ Secretary problem: graphs, matroids and greedoids ⋮ How the Experts Algorithm Can Help Solve LPs Online ⋮ Optimal stopping of one-dimensional diffusions with integral criteria ⋮ Strong Algorithms for the Ordinal Matroid Secretary Problem ⋮ Improved online algorithm for fractional knapsack in the random order model ⋮ Online Resource Allocation Under Partially Predictable Demand ⋮ On diffusion approximation of controlled queueing processes ⋮ On the optimal stopping problem for one-dimensional diffusions. ⋮ Unnamed Item ⋮ Prophet secretary for \(k\)-knapsack and \(l\)-matroid intersection via continuous exchange property
This page was built for publication:
