A full information pricing problem for the sale of several identical commodities

DOI10.1007/BF01415979MaRDI QIDQ3484587zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 1990

Published in ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01415979

zbMATH Keywords

optimal stoppingfull information pricing problemmaximal expected gainoptimal price function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• A persistency problem connected with a point process
• An Optimal Selection Problem Associated with the Poisson Process
• Job search: the continuous case
• On an optimal selection problem of Cowan and Zabczyk
• On preserving the reservation wage property in a continuous job search model
• Optimal stopping in a continuous search model
• Some Problems in the Theory of Optimal Stopping Rules
• The Secretary Problem and Its Extensions: A Review

Cited in

(10)

• Pricing of claims in discrete time with partial information
• Selection of information resource sales prices as an optimal management problem
• Analysis of a joint pricing and seat allocation model in a hub-to-hub airline network
• Optimal trade execution in illiquid markets
• Performance bounds on optimal fixed prices
• Explicit results for a class of asset-selling problems
• Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices
• Multiple-stopping problems with random horizon
• The \((S,s)\) policy is an optimal trading strategy in a class of commodity price speculation problems
• An optimal stopping problem with two levels of incomplete information

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