Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option

DOI10.1016/J.EJOR.2008.07.046zbMath1163.90780OpenAlexW2047861493MaRDI QIDQ1027610

Mong-Shan Ee

Publication date: 30 June 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.07.046

zbMATH Keywords

dynamic programmingstochastic modelquitting offeruncertain deadline

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (2)

Asset Selling Under Debt Obligations ⋮ Optimal Stopping for Dynamic Recruitment Problem with Probabilistic Loss of Candidates

Cites Work

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• Dynamic programming of some sequential sampling design
• Optimal stopping problem with double reservation value property
• The Stochastic Sequential Assignment Problem With Random Deadlines
• On a stopping problem involving refusal and forced stopping
• Optimal Strategies for Selling an Asset
• THE OPTIMAL STOPPING PROBLEM IN WHICH THE SUM OF THE ACCEPTED OFFER'S VALUE AND THE REMAINING SEARCH BUDGET IS AN OBJECTIVE FUNCTION
• MARKOV DECISION PROCESSES WITH RANDOM HORIZON
• The analytics of search with posted prices

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