Optimal stopping with private information
From MaRDI portal
Publication:900599
DOI10.1016/j.jet.2015.03.001zbMath1330.91099arXiv1406.0209OpenAlexW3123628543MaRDI QIDQ900599
Publication date: 22 December 2015
Published in: Journal of Economic Theory, Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.0209
optimal stoppingdynamic mechanism designdynamic implementabilityposted-price mechanismreflected stochastic processes
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Auctions, bargaining, bidding and selling, and other market models (91B26) Mechanism design theory (91B03) Principal-agent models (91B43)
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