A new algorithm for the multi-item exponentially discounted optimal selection problem.

DOI10.1016/S0377-2217(02)00809-3zbMath1099.90584OpenAlexW1987102665MaRDI QIDQ1420405

Israel David, Ofer Levi

Publication date: 2 February 2004

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

Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00809-3

zbMATH Keywords

Dynamic programmingOptimal selectionAsset-selling

Mathematics Subject Classification ID

Dynamic programming (90C39) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

Promoting assets selling through advertisement channels ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem ⋮ Multiple-stopping problems with random horizon

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limiting properties of the discounted house-selling problem
• Explicit results for a class of asset-selling problems
• A Sequential Assignment Match Process with General Renewal Arrival Times
• Optimal Persistence Policies
• The Stochastic Sequential Assignment Problem With Random Deadlines
• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain
• Optimal Sequential Assignment
• Optimal Sequential Assignments with Random Arrival Times
• Multiple buying or selling with vector offers
• A brokered market with heterogeneous suppliers and consumers
• A Sequential Stochastic Assignment Problem

This page was built for publication: A new algorithm for the multi-item exponentially discounted optimal selection problem.