A loss minimization problem

DOI10.3103/S0278641909020034zbMATH Open1175.90234OpenAlexW2098003854MaRDI QIDQ736188FDOQ736188

Authors: K. K. Osipenko 

Publication date: 27 October 2009

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641909020034

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zbMATH Keywords

stopping ruleutility theorysecretary problemmarriage problemoptimal choicebellman equationoptimal strategy of an insurer

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Cites Work

• Title not available (Why is that?)
• Who solved the secretary problem
• An Optimal Selection Problem Associated with the Poisson Process
• Optimal Claims in Automobile Insurance

Cited In (7)

• RISK MINIMIZATION IN OPTIMAL STOPPING PROBLEM AND APPLICATIONS
• Optimal stopping for dynamic recruitment problem with probabilistic loss of candidates
• Parametric decision problems with financial losses
• Optimal stopping with behaviorally biased agents: the role of loss aversion and changing reference points
• OPTIMAL HOSTAGE RESCUE PROBLEM WHERE AN ACTION CAN ONLY BE TAKEN ONCE : CASE WHERE ITS EFFECTIVENESS VANISHES THEREAFTER
• The optimal stopping problem revisited
• Expected utility maximization of optimal stopping problems

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