Dynamic programming of some sequential sampling design

DOI10.1016/0022-247X(61)90023-3MaRDI QIDQ774588zbMATH OpenOpenAlexFDO

Authors Minoru Sakaguchi

Publication date 1961

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(61)90023-3

zbMATH Keywords

applications of probability theory, mathematical programming

Cited in

(20)

• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
• Duration of offers, price structure, and the gain from search
• Sequential buying policies
• Optimal stopping problem with double reservation value property
• Optimal stopping problem with finite-period reservation
• Optimal stopping problem with recall cost
• Optimal strategies for maximum-number games
• Optimal selection from a gamma distribution with unknown parameter
• Optimal Assignment tor a Random Sequence with an unknown Parameter
• Optimal, quality-aware scheduling of data consumption in mobile ad hoc networks
• The value of information in some variations of the stopping problem
• House-hunting without second moments
• Optimal Stopping Problem with Controlled Recall
• Triangular numbers and the N-sided die optimal stopping problem
• On optimal stopping rules
• A dynamic multi-item two-activity problem
• Optimal stopping strategies in gambler's ruin game
• Incentivizing hidden types in secretary problem
• When to stop -- a cardinal secretary search experiment
• Customer selection problem with profit from a sideline

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