Optimal online k-min search
In a k-min search problem, a player wants to buy k units of an asset with the objective of minimizing the total buying cost. At each time period t, a price qt is observed, and the player has to decide on the number of units to buy without any knowledge of future prices. We design an optimal online a...
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| Main Authors: | , |
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| Format: | article |
| Language: | EN |
| Published: |
Elsevier
2015
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| Subjects: | |
| Online Access: | https://doaj.org/article/3f9eb8d0419d47439ca1701b96211a34 |
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