Multiple-stopping problems with random horizon
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://www.tandfonline.com/doi/pdf/10.1080/02331934.2013.869808
Reference25 articles.
1. A Time-dependent Stopping Problem with Application to Live Organ Transplants
2. A new algorithm for the multi-item exponentially discounted optimal selection problem
3. Optimal Stopping with Random Horizon with Application to the Full-Information Best-Choice Problem with Random Freeze
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