A Note on a Continuous-Time Search Model with Several Offer Streams

DOI10.1287/OPRE.40.3.S346MaRDI QIDQ4016960zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 16 January 1993

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.40.3.s346

zbMATH Keywords

numerical examplesrenewal processescontinuous-time search model

Mathematics Subject Classification ID

Search theory (90B40) Stopping times; optimal stopping problems; gambling theory (60G40)

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(9)

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• A new continuous-time search model
• Optimal stopping in a continuous search model
• A model for speculation in a dynamic economy
• Explicit results for a class of asset-selling problems
• A continuous-time search model with finite horizon
• An optimal stopping problem with two levels of incomplete information
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• Characterizations of the cumulative offer process

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