An empirical bayes adaptive price search∗

DOI10.1080/07474949908836434MaRDI QIDQ4944017zbMATH OpenOpenAlexFDO

Authors Rohana J. Karunamuni

Publication date 24 September 2000

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949908836434

zbMATH Keywords

adaptive price searchBayesian updatingempirical Bayesmyopic policy

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Sequential statistical analysis (62L10) Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• A Bayesian Approach to the Best-Choice Problem
• An empirical bayes solution to the best–choice problem
• Estimation of a mixing distribution function
• Minimax Stopping Rules when the Underlying Distribution is Uniform
• On a best choice problem with partial information
• On empirical Bayes testing with sequential components
• On optimal stopping of a sequence of independent random variables- probability maximizing approach
• Optimal adaptive price search
• Optimal Selection from a Random Sequence with Learning of the Underlying Distribution
• The Empirical Bayes Approach to Statistical Decision Problems
• The maximum of a sequence with prior information
• The Secretary Problem with an Unknown Number of Options

Cited in

(6)

• Modeling the search for the least costly opportunity
• Price dynamics in an order-driven market with Bayesian learning
• The Pricing Problem
• A Bayesian Approach to the Best-Choice Problem
• Bayesian strategies for dynamic pricing in e‐commerce
• Nonparametric search

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