A New Method for Computing Asymptotic Results in Optimal Stopping Problems
Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to syste...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Bayón, L. [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2022 |
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| Schlagwörter: |
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| Anmerkung: |
© The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. |
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| Übergeordnetes Werk: |
Enthalten in: Bulletin of the Malaysian Mathematical Sciences Society - [Singapore] : Springer Singapore, 2000, 46(2022), 1 vom: 05. Dez. |
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| Übergeordnetes Werk: |
volume:46 ; year:2022 ; number:1 ; day:05 ; month:12 |
| Links: |
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| DOI / URN: |
10.1007/s40840-022-01436-4 |
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| Katalog-ID: |
SPR048813303 |
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| 100 | 1 | |a Bayón, L. |e verfasserin |4 aut | |
| 245 | 1 | 2 | |a A New Method for Computing Asymptotic Results in Optimal Stopping Problems |
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| 520 | |a Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. | ||
| 650 | 4 | |a Optimal stopping problems |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Threshold strategy |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Combinatorial optimization |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Secretary problem |7 (dpeaa)DE-He213 | |
| 700 | 1 | |a Fortuny Ayuso, P. |4 aut | |
| 700 | 1 | |a Grau, J. M. |4 aut | |
| 700 | 1 | |a Oller-Marcén, A. M. |0 (orcid)0000-0002-8191-3199 |4 aut | |
| 700 | 1 | |a Ruiz, M. M. |4 aut | |
| 773 | 0 | 8 | |i Enthalten in |t Bulletin of the Malaysian Mathematical Sciences Society |d [Singapore] : Springer Singapore, 2000 |g 46(2022), 1 vom: 05. Dez. |w (DE-627)843984465 |w (DE-600)2842782-8 |x 2180-4206 |7 nnns |
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| 856 | 4 | 0 | |u https://dx.doi.org/10.1007/s40840-022-01436-4 |z lizenzpflichtig |3 Volltext |
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10.1007/s40840-022-01436-4 doi (DE-627)SPR048813303 (SPR)s40840-022-01436-4-e DE-627 ger DE-627 rakwb eng Bayón, L. verfasserin aut A New Method for Computing Asymptotic Results in Optimal Stopping Problems 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. Optimal stopping problems (dpeaa)DE-He213 Threshold strategy (dpeaa)DE-He213 Combinatorial optimization (dpeaa)DE-He213 Secretary problem (dpeaa)DE-He213 Fortuny Ayuso, P. aut Grau, J. M. aut Oller-Marcén, A. M. (orcid)0000-0002-8191-3199 aut Ruiz, M. M. aut Enthalten in Bulletin of the Malaysian Mathematical Sciences Society [Singapore] : Springer Singapore, 2000 46(2022), 1 vom: 05. Dez. (DE-627)843984465 (DE-600)2842782-8 2180-4206 nnns volume:46 year:2022 number:1 day:05 month:12 https://dx.doi.org/10.1007/s40840-022-01436-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 46 2022 1 05 12 |
| spelling |
10.1007/s40840-022-01436-4 doi (DE-627)SPR048813303 (SPR)s40840-022-01436-4-e DE-627 ger DE-627 rakwb eng Bayón, L. verfasserin aut A New Method for Computing Asymptotic Results in Optimal Stopping Problems 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. Optimal stopping problems (dpeaa)DE-He213 Threshold strategy (dpeaa)DE-He213 Combinatorial optimization (dpeaa)DE-He213 Secretary problem (dpeaa)DE-He213 Fortuny Ayuso, P. aut Grau, J. M. aut Oller-Marcén, A. M. (orcid)0000-0002-8191-3199 aut Ruiz, M. M. aut Enthalten in Bulletin of the Malaysian Mathematical Sciences Society [Singapore] : Springer Singapore, 2000 46(2022), 1 vom: 05. Dez. (DE-627)843984465 (DE-600)2842782-8 2180-4206 nnns volume:46 year:2022 number:1 day:05 month:12 https://dx.doi.org/10.1007/s40840-022-01436-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 46 2022 1 05 12 |
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10.1007/s40840-022-01436-4 doi (DE-627)SPR048813303 (SPR)s40840-022-01436-4-e DE-627 ger DE-627 rakwb eng Bayón, L. verfasserin aut A New Method for Computing Asymptotic Results in Optimal Stopping Problems 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. Optimal stopping problems (dpeaa)DE-He213 Threshold strategy (dpeaa)DE-He213 Combinatorial optimization (dpeaa)DE-He213 Secretary problem (dpeaa)DE-He213 Fortuny Ayuso, P. aut Grau, J. M. aut Oller-Marcén, A. M. (orcid)0000-0002-8191-3199 aut Ruiz, M. M. aut Enthalten in Bulletin of the Malaysian Mathematical Sciences Society [Singapore] : Springer Singapore, 2000 46(2022), 1 vom: 05. Dez. (DE-627)843984465 (DE-600)2842782-8 2180-4206 nnns volume:46 year:2022 number:1 day:05 month:12 https://dx.doi.org/10.1007/s40840-022-01436-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 46 2022 1 05 12 |
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10.1007/s40840-022-01436-4 doi (DE-627)SPR048813303 (SPR)s40840-022-01436-4-e DE-627 ger DE-627 rakwb eng Bayón, L. verfasserin aut A New Method for Computing Asymptotic Results in Optimal Stopping Problems 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. Optimal stopping problems (dpeaa)DE-He213 Threshold strategy (dpeaa)DE-He213 Combinatorial optimization (dpeaa)DE-He213 Secretary problem (dpeaa)DE-He213 Fortuny Ayuso, P. aut Grau, J. M. aut Oller-Marcén, A. M. (orcid)0000-0002-8191-3199 aut Ruiz, M. M. aut Enthalten in Bulletin of the Malaysian Mathematical Sciences Society [Singapore] : Springer Singapore, 2000 46(2022), 1 vom: 05. Dez. (DE-627)843984465 (DE-600)2842782-8 2180-4206 nnns volume:46 year:2022 number:1 day:05 month:12 https://dx.doi.org/10.1007/s40840-022-01436-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 46 2022 1 05 12 |
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10.1007/s40840-022-01436-4 doi (DE-627)SPR048813303 (SPR)s40840-022-01436-4-e DE-627 ger DE-627 rakwb eng Bayón, L. verfasserin aut A New Method for Computing Asymptotic Results in Optimal Stopping Problems 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. Optimal stopping problems (dpeaa)DE-He213 Threshold strategy (dpeaa)DE-He213 Combinatorial optimization (dpeaa)DE-He213 Secretary problem (dpeaa)DE-He213 Fortuny Ayuso, P. aut Grau, J. M. aut Oller-Marcén, A. M. (orcid)0000-0002-8191-3199 aut Ruiz, M. M. aut Enthalten in Bulletin of the Malaysian Mathematical Sciences Society [Singapore] : Springer Singapore, 2000 46(2022), 1 vom: 05. Dez. (DE-627)843984465 (DE-600)2842782-8 2180-4206 nnns volume:46 year:2022 number:1 day:05 month:12 https://dx.doi.org/10.1007/s40840-022-01436-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 46 2022 1 05 12 |
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Bayón, L. |
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Bayón, L. misc Optimal stopping problems misc Threshold strategy misc Combinatorial optimization misc Secretary problem A New Method for Computing Asymptotic Results in Optimal Stopping Problems |
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A New Method for Computing Asymptotic Results in Optimal Stopping Problems Optimal stopping problems (dpeaa)DE-He213 Threshold strategy (dpeaa)DE-He213 Combinatorial optimization (dpeaa)DE-He213 Secretary problem (dpeaa)DE-He213 |
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A New Method for Computing Asymptotic Results in Optimal Stopping Problems |
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new method for computing asymptotic results in optimal stopping problems |
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A New Method for Computing Asymptotic Results in Optimal Stopping Problems |
| abstract |
Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. |
| abstractGer |
Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. |
| abstract_unstemmed |
Abstract In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones. © The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia 2022. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law. |
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A New Method for Computing Asymptotic Results in Optimal Stopping Problems |
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Fortuny Ayuso, P. Grau, J. M. Oller-Marcén, A. M. Ruiz, M. M. |
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Fortuny Ayuso, P. Grau, J. M. Oller-Marcén, A. M. Ruiz, M. M. |
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10.1007/s40840-022-01436-4 |
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2024-07-03T21:38:08.625Z |
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