An Optimal Stopping Problem Arising from a Decision Model with Many Agents

DOI10.1017/S0269964800005271MaRDI QIDQ4950722zbMATH OpenOpenAlexFDO

Authors Claudia Ceci, Bruno Bassan

Publication date 3 March 2002

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964800005271

zbMATH Keywords

Brownian motionnonhomogeneous Markov processesoptimal stoppingStefan problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3740439 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• Merging of Opinions with Increasing Information
• On the Optimal Stopping Time Problem for Degenerate Diffusions
• On the value of information in multi-agent decision theory
• Temps d'arrÊt optimal, théorie générale des processus et processus de Markov

Cited in

(1)

• General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion

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