Explicit results for a class of asset-selling problems
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Publication:1303546
DOI10.1016/S0377-2217(97)00298-1zbMath0946.90101OpenAlexW2077554199MaRDI QIDQ1303546
Publication date: 16 September 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(97)00298-1
Microeconomic theory (price theory and economic markets) (91B24) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (5)
A multiple optimal stopping rule for a buying-selling problem with a deterministic trend ⋮ Promoting assets selling through advertisement channels ⋮ An optimal double stopping rule for a buying-selling problem ⋮ A new algorithm for the multi-item exponentially discounted optimal selection problem. ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
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