Keyword: optimal stopping

Found 9 papers in total
Probabilistic stopping rules for GRASP heuristics and extensions
Probabilistic stopping rules for GRASP heuristics and extensions
2013,
The main drawback of most metaheuristics is the absence of effective stopping...
A bilevel programming approach to double optimal stopping
A bilevel programming approach to double optimal stopping
2014,
This paper treats a class of double optimal stopping problems arising in the pricing...
Bounds for a constrained optimal stopping problem
Bounds for a constrained optimal stopping problem
2009,
In this short letter, we present an explicit upper bound for the optimal value of a...
Optimal Multiple Stopping of Linear Diffusions
Optimal Multiple Stopping of Linear Diffusions
2008,
Motivated by the analysis of financial instruments with multiple exercise rights of...
Prophet inequalities for two-parameter optimal stopping problems
Prophet inequalities for two-parameter optimal stopping problems
2007,
This paper is concerned with the optimal stopping problem for discrete time two...
On the multi-attribute stopping problem with general value functions
On the multi-attribute stopping problem with general value functions
2007,
We examine a sequential selection problem in which a single option must be selected....
Optimal stopping problem with finite-period reservation
Optimal stopping problem with finite-period reservation
1999,
This paper presents a discrete-time optimal stopping problem with a finite planning...
Optimal stopping problem with recall cost
Optimal stopping problem with recall cost
1999,
This paper presents an optimal stopping problem with recall where some cost must be...
Dynamic programming formulation of the group interview problem with a general utility function
Dynamic programming formulation of the group interview problem with a general utility function
1994,
In many managerial decision situations such as buying an electronic appliance, several...
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