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Robust best choice problem

Published:2020-07-09 Issue:3 Volume:92 Page:435-460
ISSN:1432-2994
Container-title:Mathematical Methods of Operations Research
language:en
Short-container-title:Math Meth Oper Res

Author:

Obradović Lazar^ORCID

Funder

Deutsche Forschungsgemeinschaft

Universität Bielefeld

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Link

https://link.springer.com/content/pdf/10.1007/s00186-020-00719-5.pdf

Reference27 articles.

1. Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent measures of risk. Math Finance 9(3):203–228

2. Babaioff M, Immorlica N, Kempe D, Kleinberg R (2008) Online auctions and generalized secretary problems. ACM SIGecom Exchanges 7(2):1–11

3. Bojdecki T (1978) On optimal stopping of a sequence of independent random variables—probability maximizing approach. Stoch Process Appl 6(2):153–163

4. Campbell G (1982) The maximum of a sequence with prior information. Seq Anal 1(3):177–191

5. Chudjakow T, Riedel F (2013) The best choice problem under ambiguity. Econ Theory 54(1):77–97

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