Investment Timing with Incomplete Information and Multiple Means of Learning
From MaRDI portal
Publication:3453345
DOI10.1287/opre.2015.1344zbMath1372.91041MaRDI QIDQ3453345
J. Michael Harrison, Nur Sunar
Publication date: 20 November 2015
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2015.1344
optimal control; optimal stopping; subset selection; costly learning; Bayesian sequential hypothesis testing
91B24: Microeconomic theory (price theory and economic markets)
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
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