scientific article; zbMATH DE number 3383344

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Algorithms for maximum social welfare of online random trading
Optimal stopping of one-dimensional diffusions with integral criteria
Knapsack secretary through boosting
Optimal stopping methodology for the secretary problem with random queries
Optimal stopping, randomized stopping, and singular control with general information flow
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
Average number of candidates surveyed by the headhunter in the recruitment
Prophet secretary for combinatorial auctions and matroids
Improved Online Algorithms for Knapsack and GAP in the Random Order Model
Interactive algorithms: pool, stream and precognitive stream
On submodular prophet inequalities and correlation gap
Submodular secretary problem with shortlists
The secretary problem with reservation costs
An algorithm to solve optimal stopping problems for one-dimensional diffusions
Bayesian quickest detection problems for some diffusion processes
Secretary markets with local information
Maximizing the probability of attaining a target prior to extinction
On diffusion approximation of controlled queueing processes
Perpetual American options in diffusion-type models with running maxima and drawdowns
Monotone \(k\)-submodular secretary problems: cardinality and knapsack constraints
Prophet secretary
Prior independent mechanisms via prophet inequalities with limited information
Dynamic programming and the secretary problem
On the optimal stopping problem for one-dimensional diffusions.
The simulated greedy algorithm for several submodular matroid secretary problems
Optimal stopping problems for some Markov processes
The disorder problem for compound Poisson processes with exponential jumps
Prophet secretary for \(k\)-knapsack and \(l\)-matroid intersection via continuous exchange property
Sum the multiplicative odds to one and stop
Continuous parameter optimal stopping problems
Selecting the best choice in the weighted secretary problem
Improved online algorithm for fractional knapsack in the random order model
Existence and explicit determination of optimal stopping times
The multi-returning secretary problem
New results for the \(k\)-secretary problem
Strong algorithms for the ordinal matroid secretary problem
Formal barriers to simple algorithms for the matroid secretary problem
Diffusion transformations, Black-Scholes equation and optimal stopping
The secretary recommendation problem
A Framework for the Secretary Problem on the Intersection of Matroids
Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
Optimal online selection of an alternating subsequence: a central limit theorem
Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
The matroid secretary problem for minor-closed classes and random matroids
Optimal stopping problems with restricted stopping times
An analysis of transient Markov decision processes
The best-or-worst and the postdoc problems with random number of candidates
A new look at the returning secretary problem
On one problem of the optimal choice of record values
Improved online algorithms for knapsack and GAP in the random order model
The early exercise premium in American options by using nonparametric regressions
Primal beats dual on online packing LPs in the random-order model
An optimal stopping problem in a diffusion-type model with delay
An optimal stopping problem with finite horizon for sums of i.i.d. random variables
Scheduling In the random-order model
Optimal switching among a finite number of Markov processes
The best-or-worst and the postdoc problems
Optimal stopping and supermartingales over partially ordered sets
Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
On the solution of general impulse control problems using superharmonic functions
Improved competitive ratio for the matroid secretary problem
An interactive method for the optimal selection problem with two decision makers
Secretary problem: graphs, matroids and greedoids
Improved competitive ratios for submodular secretary problems (extended abstract)
On the problem of the optimal choice of record values
Strongly supermedian functions and optimal stopping
Online network design with outliers
Parada optima con horizonte aleatorio
Secretary markets with local information
Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays
Prophet secretary
Approximation algorithms for stochastic combinatorial optimization problems
On generalizations of the optimal choice problem
The Wiener disorder problem with finite horizon
Optimal stopping problems by two or more decision makers: a survey
Online resource allocation under partially predictable demand
Finding the second-best candidate under the Mallows model
The submodular secretary problem goes linear
Finite Horizon Impulse control of Stochastic Functional Differential Equations
The integral option in a model with jumps

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