Optimal sequential selection of a gambler assessed by the prophet
In this thesis an optimal stopping problem related to the classical secretary problem is studied. The theory of optimal stopping represents a special branch of stochastic optimization. Here the socalled full information best choice problem with a known number of offers is generalized by maximizing t...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2001
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| Online Access: | https://repositorium.ub.uni-osnabrueck.de/handle/urn:nbn:de:gbv:700-2001030919 |