Double optimal stopping times and dynamic pricing problem: description of the mathematical model
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Publication:2472187
DOI10.1007/s00186-006-0132-yzbMath1146.60040MaRDI QIDQ2472187
Anna Karpowicz, Krzysztof J. Szajowski
Publication date: 20 February 2008
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-006-0132-y
91B24: Microeconomic theory (price theory and economic markets)
60G40: Stopping times; optimal stopping problems; gambling theory
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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Cites Work
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