Optimal Strategies for Selling an Asset

DOI10.1287/MNSC.29.9.1051MaRDI QIDQ3673468zbMATH OpenOpenAlexFDO

Authors 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)

• Asset selling under debt obligations
• Optimal Stopping Problem with Controlled Recall
• Rank-based selection strategies for the random walk process
• Optimal stopping for dynamic recruitment problem with probabilistic loss of candidates
• Asking price and price discounts: the strategy of selling an asset under price uncertainty
• Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option
• Buying and selling an asset over the finite time horizon: a non-parametric approach
• 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
• An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?

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