Sequential stochastic assignment under uncertainty: estimation and convergence

DOI10.1007/S11203-010-9049-4MaRDI QIDQ453780zbMATH OpenOpenAlexFDO

Authors Adrian J. Lee, Sheldon H. Jacobson

Publication date 28 September 2012

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-010-9049-4

zbMATH Keywords

Bayesian inferencenonparametric estimationparametric estimationsequential estimationmartingalestochastic process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Nonparametric estimation (62G05) Martingales with discrete parameter (60G42) Order statistics; empirical distribution functions (62G30) Sequential estimation (62L12)

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Cites work

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• A Bayesian Approach to a Generalized House Selling Problem
• A Sequential Stochastic Assignment Problem
• A Survey of Some Results in Stochastic Adaptive Control
• Action-timing problem with sequential Bayesian belief revision process
• Adaptive disposal models
• Approximation Theorems of Mathematical Statistics
• Asking price and price discounts: the strategy of selling an asset under price uncertainty
• Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem
• Patient Choice in Kidney Allocation: A Sequential Stochastic Assignment Model
• The dynamic and stochastic knapsack problem

Cited in

(2)

• scientific article; zbMATH DE number 879957 (Why is no real title available?)
• scientific article; zbMATH DE number 2088113 (Why is no real title available?)

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