Add to ORKGWe examine a sequential selection problem in which a single option must be selected. Each option’s value is a function of its attributes, whose precise values can only be ascertained at a given cost. We prove the optimality of a threshold stopping rule for a general class of objective functions
We present a solution technique for optimal stopping problems with constant costs of observation in ...
The objective of this paper is to find in a setting of n sequential observations of objects a good o...
Li H. Optimal Multiple Stopping Problems Under g-expectation. Applied Mathematics and Optimization ....
We describe a search problem in which a decision maker (DM) must select several sequentially-encount...
We consider a version of the optimal choice problem, in which two on-line selections must be made fr...
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
Best choice problems can be considered one of the most interesting problems of sequential decision a...
Optimal stopping problems form a class of stochastic optimization problems that has a wide range of ...
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a...
In this paper, we investigate sufficient conditions that ensure the optimality of threshold strategi...
The optimal stopping rules with multiple selections of m # 1 objects with the objective of maximiz...
Consider the classic infinite-horizon problem of stopping a one-dimensional diffusion to optimise be...
This paper is concerned with a general utility of the optimal stopping problem for denumerable Marko...
Let X(1),X(2),...,X(n) be independent, identically distributed uniform random variables on [0, 1]. W...
In this thesis an optimal stopping problem related to the classical secretary problem is studied. Th...
We present a solution technique for optimal stopping problems with constant costs of observation in ...
The objective of this paper is to find in a setting of n sequential observations of objects a good o...
Li H. Optimal Multiple Stopping Problems Under g-expectation. Applied Mathematics and Optimization ....
We describe a search problem in which a decision maker (DM) must select several sequentially-encount...
We consider a version of the optimal choice problem, in which two on-line selections must be made fr...
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
Best choice problems can be considered one of the most interesting problems of sequential decision a...
Optimal stopping problems form a class of stochastic optimization problems that has a wide range of ...
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a...
In this paper, we investigate sufficient conditions that ensure the optimality of threshold strategi...
The optimal stopping rules with multiple selections of m # 1 objects with the objective of maximiz...
Consider the classic infinite-horizon problem of stopping a one-dimensional diffusion to optimise be...
This paper is concerned with a general utility of the optimal stopping problem for denumerable Marko...
Let X(1),X(2),...,X(n) be independent, identically distributed uniform random variables on [0, 1]. W...
In this thesis an optimal stopping problem related to the classical secretary problem is studied. Th...
We present a solution technique for optimal stopping problems with constant costs of observation in ...
The objective of this paper is to find in a setting of n sequential observations of objects a good o...
Li H. Optimal Multiple Stopping Problems Under g-expectation. Applied Mathematics and Optimization ....