On the multi-attribute stopping problem with general value functions

On the multi-attribute stopping problem with general value functions

0.00 Avg rating0 Votes
Article ID: iaor20082765
Country: Netherlands
Volume: 35
Issue: 3
Start Page Number: 324
End Page Number: 330
Publication Date: May 2007
Journal: Operations Research Letters
Authors: , ,
Keywords: optimal stopping
Abstract:

We 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 be ascertained at a given cost. We prove the optimality of a threshold stopping rule for a general class of objective functions.

Reviews

Required fields are marked *. Your email address will not be published.