Optimal stopping problem with double reservation value property

DOI10.1016/J.EJOR.2002.12.003MaRDI QIDQ1771364zbMATH OpenOpenAlexFDO

Authors Byung-Kook Kang

Publication date 21 April 2005

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2002.12.003

zbMATH Keywords

Dynamic programmingM\& AOptimal stopping ruleRecall costUncertain recall

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• Duration of offers, price structure, and the gain from search
• Dynamic programming of some sequential sampling design
• scientific article; zbMATH DE number 3229274 (Why is no real title available?)
• Optimal stopping problem with finite-period reservation
• Optimal stopping problem with recall cost
• OPTIMAL STOPPING PROBLEM WITH UNCERTAIN RECALL
• Search theory: the case of search with uncertain recall

Cited in

(9)

• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
• Optimal stopping problem with recall cost
• An optimal double stopping rule for a buying-selling problem
• Expert-mediated sequential search
• OPTIMAL STOPPING PROBLEM WITH UNCERTAIN RECALL
• Reservation Prices in Optimal Stopping
• OPTIMAL STOPPING PROBLEM WITH SEVERAL SEARCH AREAS
• Optimal stopping for dynamic recruitment problem with probabilistic loss of candidates
• Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands

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