A Nonparametric Algorithm for Optimal Stopping Based on Robust Optimization
Published Online:19 May 2023https://doi.org/10.1287/opre.2023.2461
- Cited by
- 9 June 2026 | Management Science, Vol. 0, No. 0
- 29 April 2026 | Operations Research, Vol. 0, No. 0
- 7 January 2026 | PLOS One, Vol. 21, No. 1
- European Journal of Operational Research, Vol. 327, No. 1
- 4 September 2024 | Management Science, Vol. 71, No. 5
- SSRN Electronic Journal, Vol. 67
Volume 71, Issue 5
September-October 2023
Pages iii-vii, 1441-1924, C2-C3
Article Information
Supplemental Material
Metrics
Information
- Received:March 04, 2021
- Accepted:March 16, 2023
- Published Online:May 19, 2023
Copyright © 2023, INFORMS
Cite as
Bradley Sturt (2023) A Nonparametric Algorithm for Optimal Stopping Based on Robust Optimization. Operations Research 71(5):1530-1557.
https://doi.org/10.1287/opre.2023.2461
Keywords
The author thanks Vivek Farias for his feedback during the early stages of this project, and Velibor Mišić and Selvaprabu Nadarajah for comments on early versions of the paper. The author also thanks the anonymous associate editor and two referees for constructive comments and suggestions that helped improve the paper. Finally, the author is grateful to the authors of the paper Ciocan and Mišić (2020) for making their high-quality code publicly available.
