My research focuses on optimal stopping with limited information, prophet inequalities, and random walks.
Publications
Pieter Kleer and Daan Noordenbos
ACM Transactions on Economics and Computation, 2026
We study an optimal stopping problem with \(n\) correlated offers when only the distribution of their maximum is known, rather than the full joint distribution. We determine the optimal deterministic policy and provide an upper bound on the performance of the optimal randomised policy. Under additional smoothness assumptions, we establish a tight convergence rate as \(n\) increases.
Theses
Groningen, 2024
In this thesis competitive Olympic weightlifting is modelled as a Markov decision process and game-theoretic methods are used to determine strategies that maximise the probability of winning. The relevant subgames are identified, the uniqueness of their perfect equilibrium is established, and an efficient algorithm for computing it is provided.
Groningen, 2023
This thesis compares Hamiltonian Monte Carlo (HMC) with random walk Metropolis-Hastings (RWMH) for hierarchical Bayesian mixed logit estimation. The results show that HMC provides substantially better estimation speed and convergence, although its advantage diminishes as the number of dimensions increases.
Other Research
In addition to my formal publications, I have worked on several smaller research projects, including an analysis of a randomised policy for a simple game and an investigation into the winning probabilities in Snakes and Ladders.