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

DOI10.1007/BF01415979zbMath0704.90007MaRDI 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)

zbMATH Keywords

optimal stopping; full information pricing problem; maximal expected gain; optimal price function

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91B62: Economic growth models

60G40: Stopping times; optimal stopping problems; gambling theory

Related Items

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

Cites Work

• Unnamed Item
• 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