Optimal Stopping and Applications

Tuesday, July 3, 15:45–17:45, Medium Hall B

Session organizers:

F.Thomas Bruss (ULB, Bruxelles) and Krzysztof Szajowski (IM&CS, WUT, Wrocław)

Chair of the session: F.Thomas Bruss (ULB, Bruxelles)/UlRich Rieder (Universität Ulm)

• Goran Peskir (School of Mathematics, Manchester): “The Golden Ratio Rule“
• J. Michael Steele (Wharton School, University of Pennsylvania, Philadelphia):”Optimal Sequential Selection Alternating Subsequences: Means, Concentration, and CLTs“
• Alexander Tartakovsky (USC, Los Angeles): “Nearly Minimax Procedures for Detecting a Change in Distribution“
• Alexander Gnedin (Mathematical Institute, Utrecht University, Utrecht ): “Best-choice/secretary problems in the last twenty years“