Optimal stopping with multi-dimensional comparative loss aversion

DOI10.1007/978-3-031-48974-7_6MaRDI QIDQ6609130FDO

Authors Linda Cai, Joshua Gardner, S. Matthew Weinberg

Publication date 20 September 2024

zbMATH Keywords

optimal stoppingloss aversionreference dependence

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Internet topics (68M11)

Cites work

• scientific article; zbMATH DE number 6783427 (Why is no real title available?)
• Beyond matroids: secretary problem and prophet inequality with general constraints
• Combinatorial prophet inequalities
• Comparison of threshold stop rules and maximum for independent nonnegative random variables
• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• Improved revenue bounds for posted-price and second-price mechanisms
• Matroid prophet inequalities
• Optimal stopping with behaviorally biased agents: the role of loss aversion and changing reference points
• Posted price mechanisms and optimal threshold strategies for random arrivals
• Prophet inequalities made easy: stochastic optimization by pricing nonstochastic inputs
• Prophet secretary
• Prophet secretary for combinatorial auctions and matroids
• Prospect Theory: An Analysis of Decision under Risk

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)