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

DOI10.1007/BF01415979zbMATH Open0704.90007OpenAlexW2312233561MaRDI QIDQ3484587FDOQ3484587

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)

Cites Work

• Title not available (Why is that?)
• A persistency problem connected with a point process
• Some Problems in the Theory of Optimal Stopping Rules
• The Secretary Problem and Its Extensions: A Review
• On an optimal selection problem of Cowan and Zabczyk
• An Optimal Selection Problem Associated with the Poisson Process
• Job search: the continuous case
• On preserving the reservation wage property in a continuous job search model
• Optimal stopping in a continuous search model

Cited In (8)

• Analysis of a joint pricing and seat allocation model in a hub-to-hub airline network
• 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
• OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS
• 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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