Problems in optimal stopping theory: the prophet inequality and the secretary problem
Urgese, Francesca (A.A. 2020/2021) Problems in optimal stopping theory: the prophet inequality and the secretary problem. Tesi di Laurea in Gambling: probability and decision, Luiss Guido Carli, relatore Hlafo Alfie Mimun, pp. 56. [Bachelor's Degree Thesis]
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Abstract/Index
Stopping rule problems. Stopping rule problems with finite horizon. The secretary problem. A natural variation of the secretary problem. The prophet inequality. A prophet inequality with cost for observations. An economic view of the prophet inequality and the secretary problem. Connection between pricing and the prophet inequality. The secretary problem for a random walk: connection with the stock prices.
References
Bibliografia: pp. 43-44.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Gambling: probability and decision |
| Thesis Supervisor: | Mimun, Hlafo Alfie |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 Mar 2022 16:27 |
| Last Modified: | 07 Mar 2022 16:27 |
| URI: | https://tesi.luiss.it/id/eprint/31631 |
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