An optimal stopping problem with two levels of incomplete information

DOI10.1007/BF01194251zbMATH Open0880.90001OpenAlexW1966951352MaRDI QIDQ1360874FDOQ1360874

Authors: Wolfgang Stadje 

Publication date: 1997

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01194251

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zbMATH Keywords

optimal stoppingstochastic structurediscrete-time selection problemtwo levels of incomplete information

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40) Economics of information (91B44)

Cites Work

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• Optimal Advertizing Policy for Selling a Single Asset
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Cited In (9)

• On the optimal stopping with incomplete data
• The value of information in some variations of the stopping problem
• Decision model on optimal stopping of business opportunity digging under imperfect information
• Inform friends, do not inform enemies
• The value of information in stopping problems
• A Theory of Cutoff Formation Under Imperfect Information
• Some dynamical properties of sequentially acquired information
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• Optimal stopping with information constraint

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