Strategic decision-making under uncertainty: the secretary problem and the prophet inequality
Lin, Jie Kessy (A.A. 2023/2024) Strategic decision-making under uncertainty: the secretary problem and the prophet inequality. 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
The secretary problem. Optimal stopping rule. The secretary problem solution. Simulations of the secretary problem. The secretary problem for the random walk. The random walk theory and the stock exchange market. The prophet inequality. The prophet inequality with cost for observations. Proof of the difference prophet inequality.
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: | 2023/2024 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 Feb 2025 15:10 |
| Last Modified: | 07 Feb 2025 15:10 |
| URI: | https://tesi.luiss.it/id/eprint/41247 |
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