scientific article; zbMATH DE number 3383344

Cited in

(94)

An optimal stopping problem with finite horizon for sums of i.i.d. random variables
Optimal switching among a finite number of Markov processes
Selecting the best choice in the weighted secretary problem
Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
Diffusion transformations, Black-Scholes equation and optimal stopping
The best-or-worst and the postdoc problems
The disorder problem for compound Poisson processes with exponential jumps
On the problem of the optimal choice of record values
Scheduling In the random-order model
Secretary markets with local information
Improved online algorithms for knapsack and GAP in the random order model
On generalizations of the optimal choice problem
Secretary problem: graphs, matroids and greedoids
Improved online algorithm for fractional knapsack in the random order model
Prophet secretary for \(k\)-knapsack and \(l\)-matroid intersection via continuous exchange property
Monotone k-submodular secretary problems: cardinality and knapsack constraints
Formal barriers to simple algorithms for the matroid secretary problem
The secretary recommendation problem
The multi-returning secretary problem
Finding the second-best candidate under the Mallows model
On one problem of the optimal choice of record values
Prior independent mechanisms via prophet inequalities with limited information
Optimal stopping of one-dimensional diffusions with integral criteria
Optimal stopping problems with restricted stopping times
A new look at the returning secretary problem
The best-or-worst and the postdoc problems with random number of candidates
On the solution of general impulse control problems using superharmonic functions
An optimal stopping problem in a diffusion-type model with delay
On the optimal stopping problem for one-dimensional diffusions.
New results for the \(k\)-secretary problem
The secretary problem with reservation costs
Perpetual American options in diffusion-type models with running maxima and drawdowns
Approximation algorithms for stochastic combinatorial optimization problems
The simulated greedy algorithm for several submodular matroid secretary problems
Improved competitive ratios for submodular secretary problems (extended abstract)
Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
Online network design with outliers
Parada optima con horizonte aleatorio
Secretary markets with local information
Prophet secretary
Optimal stopping and supermartingales over partially ordered sets
Strongly supermedian functions and optimal stopping
Optimal stopping problems for some Markov processes
Primal beats dual on online packing LPs in the random-order model
The early exercise premium in American options by using nonparametric regressions
Interactive algorithms: pool, stream and precognitive stream
The submodular secretary problem goes linear
Bayesian quickest detection problems for some diffusion processes
Sum the multiplicative odds to one and stop
Strong algorithms for the ordinal matroid secretary problem
Online resource allocation under partially predictable demand
Optimal stopping, randomized stopping, and singular control with general information flow
Average number of candidates surveyed by the headhunter in the recruitment
A Framework for the Secretary Problem on the Intersection of Matroids
Submodular secretary problem with shortlists
Optimal online selection of an alternating subsequence: a central limit theorem
The matroid secretary problem for minor-closed classes and random matroids
Prophet secretary
Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays
Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
Maximizing the probability of attaining a target prior to extinction
Continuous parameter optimal stopping problems
Improved competitive ratio for the matroid secretary problem
An analysis of transient Markov decision processes
An algorithm to solve optimal stopping problems for one-dimensional diffusions
Improved Online Algorithms for Knapsack and GAP in the Random Order Model
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
Knapsack secretary through boosting
Optimal stopping methodology for the secretary problem with random queries
Algorithms for maximum social welfare of online random trading
On submodular prophet inequalities and correlation gap
Prophet secretary for combinatorial auctions and matroids
Scheduling in the random-order model
The outer limits of contention resolution on matroids and connections to the secretary problem
Matroid secretary via labeling schemes
Competitive analysis with a sample and the secretary problem
Optimal stopping with nonlinear expectation: geometric and algorithmic solutions
From contention resolution to matroid secretary and back
Optimal stopping for Markov processes with positive jumps
Competitive secretary problem
Optimal stopping of Gauss-Markov bridges
Constant-competitiveness for random assignment matroid secretary without knowing the matroid
Online combinatorial assignment in independence systems
An interactive method for the optimal selection problem with two decision makers
Online combinatorial assignment in independence systems
Existence and explicit determination of optimal stopping times
On diffusion approximation of controlled queueing processes
The Wiener disorder problem with finite horizon
Dynamic programming and the secretary problem
Optimal stopping problems by two or more decision makers: a survey
The integral option in a model with jumps

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