scientific article; zbMATH DE number 3383344

zbMATH Open0242.60018MaRDI QIDQ5653410FDOQ5653410

E. B. Dynkin

Publication date: 1963

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (84)

• Online Resource Allocation Under Partially Predictable Demand
• A Framework for the Secretary Problem on the Intersection of Matroids
• The Matroid Secretary Problem for Minor-Closed Classes and Random Matroids
• The multi-returning secretary problem
• An optimal stopping problem with finite horizon for sums of i.i.d. random variables
• The best-or-worst and the postdoc problems with random number of candidates
• Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem
• Perpetual American options in diffusion-type models with running maxima and drawdowns
• Continuous parameter optimal stopping problems
• Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
• A new look at the returning secretary problem
• Longest Increasing Subsequences of Randomly Chosen Multi-Row Arrays
• The Wiener disorder problem with finite horizon
• Prophet secretary for \(k\)-knapsack and \(l\)-matroid intersection via continuous exchange property
• Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
• An interactive method for the optimal selection problem with two decision makers
• Diffusion transformations, Black-Scholes equation and optimal stopping
• The best-or-worst and the postdoc problems
• Secretary markets with local information
• Optimal stopping problems with restricted stopping times
• Sum the Multiplicative Odds to One and Stop
• Title not available (Why is that?)
• Approximation algorithms for stochastic combinatorial optimization problems
• Optimal stopping problems by two or more decision makers: a survey
• The simulated greedy algorithm for several submodular matroid secretary problems
• Optimal stopping problems for some Markov processes
• Scheduling In the random-order model
• The integral option in a model with jumps
• Maximizing the probability of attaining a target prior to extinction
• Monotone \(k\)-submodular secretary problems: cardinality and knapsack constraints
• Improved online algorithms for Knapsack and GAP in the random order model
• Optimal switching among a finite number of Markov processes
• Prophet Secretary
• Secretary Markets with Local Information
• Formal barriers to simple algorithms for the matroid secretary problem
• The secretary recommendation problem
• On one problem of the optimal choice of record values
• On the optimal stopping problem for one-dimensional diffusions.
• New results for the \(k\)-secretary problem
• Existence and explicit determination of optimal stopping times
• On the problem of the optimal choice of record values
• Online network design with outliers
• Finding the second-best candidate under the Mallows model
• Strong Algorithms for the Ordinal Matroid Secretary Problem
• Finite Horizon Impulse control of Stochastic Functional Differential Equations
• Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
• On variants of the matroid secretary problem
• The Submodular Secretary Problem Goes Linear
• Secretary problem: graphs, matroids and greedoids
• Dynamic programming and the secretary problem
• The disorder problem for compound Poisson processes with exponential jumps
• Bayesian Quickest Detection Problems for Some Diffusion Processes
• On generalizations of the optimal choice problem
• On diffusion approximation of controlled queueing processes
• How the experts algorithm can help solve LPs online
• Primal Beats Dual on Online Packing LPs in the Random-Order Model
• Selecting the best choice in the weighted secretary problem
• Optimal stopping and supermartingales over partially ordered sets
• Improved online algorithm for fractional knapsack in the random order model
• Improved Competitive Ratios for Submodular Secretary Problems (Extended Abstract)
• On the solution of general impulse control problems using superharmonic functions
• An analysis of transient Markov decision processes
• Parada optima con horizonte aleatorio
• An optimal stopping problem in a diffusion-type model with delay
• Strongly supermedian functions and optimal stopping
• Algorithms for maximum social welfare of online random trading
• Improved Online Algorithms for Knapsack and GAP in the Random Order Model
• Optimal stopping of one-dimensional diffusions with integral criteria
• Average number of candidates surveyed by the headhunter in the recruitment
• An algorithm to solve optimal stopping problems for one-dimensional diffusions
• THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS
• Secretary and online matching problems with machine learned advice
• Prophet Secretary
• Title not available (Why is that?)
• On submodular prophet inequalities and correlation gap
• Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow
• Prior independent mechanisms via prophet inequalities with limited information
• Constant-competitiveness for random assignment matroid secretary without knowing the matroid
• Prophet secretary for combinatorial auctions and matroids
• Knapsack secretary through boosting
• Optimal stopping methodology for the secretary problem with random queries
• Machine covering in the random-order model
• The secretary problem with reservation costs
• Title not available (Why is that?)

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