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Sample-Driven Optimal Stopping: From the Secretary Problem to the i.i.d. Prophet Inequality.

José CorreaAndrés CristiBoris EpsteinJosé A. Soto
Published in: Math. Oper. Res. (2024)
Keyphrases
  • optimal stopping
  • brownian motion
  • finite horizon
  • optimal control
  • sample size
  • markov decision processes
  • bayesian networks
  • infinite horizon
  • stochastic processes
  • stochastic process
  • poisson process