Optimal Strategies for Selling an Asset

DOI10.1287/MNSC.29.9.1051zbMATH Open0522.90051OpenAlexW2019674526MaRDI QIDQ3673468FDOQ3673468

Donald B. Rosenfield, Roy D. Shapiro, David A. Butler

Publication date: 1983

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.29.9.1051

zbMATH Keywords

marketingBayesian updatingadaptive searchstopping rulesasset sellingoptimal selling strategyrandom sequence of price offers

Mathematics Subject Classification ID

Operations research and management science (90B99)

Cited In (11)

• Optimal Stopping Problem with Controlled Recall
• Rank-based selection strategies for the random walk process
• Asking price and price discounts: the strategy of selling an asset under price uncertainty
• Buying and selling an asset over the finite time horizon: a non-parametric approach
• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
• Asset Selling Under Debt Obligations
• An optimal double stopping rule for a buying-selling problem
• Selecting the best choice in the full information group interview problem
• A multiple optimal stopping rule for a buying-selling problem with a deterministic trend
• Optimal Stopping for Dynamic Recruitment Problem with Probabilistic Loss of Candidates
• An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?

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