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A new strategy for Robbins' problem of optimal stopping.

, and . J. Appl. Probab., 54 (1): 331-336 (2017)

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Stochastic equilibrium: learning by exponential smoothing, and . Journal of Economic Dynamics and Control, 27 (10): 1743--1770 (August 2003)Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions., , and . OR, page 507-512. (2005)A new strategy for Robbins' problem of optimal stopping., and . J. Appl. Probab., 54 (1): 331-336 (2017)Learning, convergence and economic constraints.. Math. Soc. Sci., (2015)Modeling and Control of Economic Systems 2001, and . chapter Equilibrium and Learning in a Non-Stationary Environment, page 191--196. Elsevier Science Ltd, Oxford, (2003)Bayesian Estimation of the Heston Stochastic Volatility Model., and . OR, page 480-485. Springer, (2002)Consistent expectations equilibria and learning in a stock market, and . Journal of Economic Dynamics and Control, 26 (2): 171--185 (February 2002)