A Note on a Continuous-Time Search Model with Several Offer Streams

DOI10.1287/opre.40.3.S346zbMath0754.60041OpenAlexW2155674380MaRDI QIDQ4016960

Wolfgang Stadje

Publication date: 16 January 1993

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.40.3.s346

zbMATH Keywords

numerical examplesrenewal processescontinuous-time search model

Mathematics Subject Classification ID

Search theory (90B40) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

An optimal stopping problem with two levels of incomplete information ⋮ A model for speculation in a dynamic economy ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem ⋮ Explicit results for a class of asset-selling problems

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