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

DOI10.1007/BF01415979zbMath0704.90007OpenAlexW2312233561MaRDI QIDQ3484587

Wolfgang Stadje

Publication date: 1990

Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 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

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

Related Items (7)

An optimal stopping problem with two levels of incomplete information ⋮ Performance bounds on optimal fixed prices ⋮ Analysis of a joint pricing and seat allocation model in a hub-to-hub airline network ⋮ Multiple-stopping problems with random horizon ⋮ OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS ⋮ Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices ⋮ Explicit results for a class of asset-selling problems

Cites Work

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• On preserving the reservation wage property in a continuous job search model
• Job search: the continuous case
• The Secretary Problem and Its Extensions: A Review
• Optimal stopping in a continuous search model
• On an optimal selection problem of Cowan and Zabczyk
• An Optimal Selection Problem Associated with the Poisson Process
• A persistency problem connected with a point process
• Some Problems in the Theory of Optimal Stopping Rules

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