Optimal stopping with multi-dimensional comparative loss aversion
From MaRDI portal
Publication:6609130
DOI10.1007/978-3-031-48974-7_6MaRDI QIDQ6609130FDOQ6609130
Joshua Gardner, S. Matthew Weinberg, Linda Cai
Publication date: 20 September 2024
Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Internet topics (68M11)
Cites Work
- Prospect Theory: An Analysis of Decision under Risk
- Matroid prophet inequalities
- Comparisons of stop rule and supremum expectations of i.i.d. random variables
- Comparison of threshold stop rules and maximum for independent nonnegative random variables
- Title not available (Why is that?)
- Beyond matroids: secretary problem and prophet inequality with general constraints
- Prophet Inequalities Made Easy: Stochastic Optimization by Pricing Nonstochastic Inputs
- Title not available (Why is that?)
- Posted Price Mechanisms and Optimal Threshold Strategies for Random Arrivals
- Prophet Secretary
- Combinatorial Prophet Inequalities
- Optimal stopping with behaviorally biased agents: the role of loss aversion and changing reference points
- Improved Revenue Bounds for Posted-Price and Second-Price Mechanisms
This page was built for publication: Optimal stopping with multi-dimensional comparative loss aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6609130)