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Optimal stopping with rank dependent loss
A.V. Gnedin
Dept of Mathematics
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Keyphrases
Optimal Stopping
100%
Robbins' Problem
100%
Rank-dependent
100%
Non-decreasing Functions
50%
Qualitative Features
50%
History Dependence
50%
Stopping Problem
50%
Stopping Rule
50%
Best Choice Problem
50%
Planar Poisson Process
50%
Optimal Rule
50%
Identically Distributed
50%
Distributed Observation
50%
Mathematics
Limiting Form
100%
Nondecreasing Function
100%
Stopping Rule
100%