Bayesian selling problem with partial information

DOI10.1002/NAV.21552MaRDI QIDQ4629196zbMATH OpenOpenAlexFDO

Authors Yen-Ming Lee, Sheldon M. Ross

Publication date 26 March 2019

Published in Naval Research Logistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.21552

zbMATH Keywords

asset-sellingBayesian updatingdynamic programmingoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Bayesian problems; characterization of Bayes procedures (62C10) Optimal stopping in statistics (62L15) Applications of statistics to economics (62P20) Dynamic programming (90C39)

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Cited in

(5)

• An optimal sequential procedure for a multiple selling problem with independent observations
• scientific article; zbMATH DE number 4160511 (Why is no real title available?)
• scientific article; zbMATH DE number 4007437 (Why is no real title available?)
• AN ASSET SELLING PROBLEM WITH RECALL
• A Weakest Link Marked Stopping Problem

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