On-Line Difference Maximization Ming-Yang Kao And Stephen R. Tate  Home/Search
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Abstract: In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting low values followed by high values in such a way as to maximize the expected gain in rank from low values to high values. (Update)
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BibTeX entry: (Update)
@misc{ maximization-siam,
author = "On-Line Difference Maximization",
title = "SIAM J. DISCRETE MATH. c fl 1998 Society for Industrial and Applied Mathematics
Vol. 0, No. 0, pp. 000--000",
url = "citeseer.ist.psu.edu/764437.html" }
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