Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
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Publication:5421580
DOI10.1080/15326340701470937zbMath1132.60036OpenAlexW2067257332MaRDI QIDQ5421580
Mahmut Parlar, David Perry, Wolfgang Stadje
Publication date: 24 October 2007
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340701470937
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (4)
Construction of Nash equilibrium in a game version of Elfving's multiple stopping problem ⋮ Robust best choice problem ⋮ Multiple-stopping problems with random horizon ⋮ The full-information best-choice problem with uniform or gamma horizons
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