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Approaches to multistage one-shot decision making

Guo, Peijun; Li, Yonggang - In: European journal of operational research : EJOR 236 (2014) 2, pp. 612-623

Persistent link: https://www.econbiz.de/10010366127

Optimal finite horizon contract with limited commitment

Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematics and financial economics 16 (2022) 2, pp. 267-315

Persistent link: https://www.econbiz.de/10013167937

A two-dimensional dividend problem for collaborating companies and an optimal stopping problem

Grandits, Peter - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 80-96

Persistent link: https://www.econbiz.de/10012194933

Optimizing the first response to sepsis : an electronic health record-based Markov decision process model

Rosenstrom, Erik; Meshkinfam, Sareh; Ivy, Julie Simmons; … - In: Decision analysis : a journal of the Institute for … 19 (2022) 4, pp. 265-296

Persistent link: https://www.econbiz.de/10014294913

Last success problem : decision rule and application

Kohn, Wolfgang - 2014

Where is the most likely position for the last success in n events, if each event has the same probability Pr(A)? What is the probability for the last success? This situation assumes returning successes which is different to the stop waiting problem where a single best event is assumed. We set...

Persistent link: https://www.econbiz.de/10010380717

Stop waiting problem : decision rule with [psi] function and application with share prices

Kohn, Wolfgang - 2014 - Preprint

In this paper the stop-waiting strategy of Franz Bruss is set into a simple probabilistic framework and applied to the apple share prices from 1984 to 2013. Within the probabilistic framework a heuristic and a mathematical decision rule using the $\Psi$ function is developed. The results are in...

Persistent link: https://www.econbiz.de/10010381562