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math.OC2018
Full vs. no information best choice game with finite horizon
Marek Skarupski, Krzysztof Szajowski
Let us consider two companies A and B. Both of them are interested in buying a set of some goods. The company A is a big corporation and it knows the actual value of the good on th…
math.OC2018★ 1 cited
On Multilateral Hierarchical Dynamic Decisions
Krzysztof Szajowski
Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the se…