A continuous-time search model with job switch and jumps
DOI10.1007/s00186-008-0240-yzbMath1194.60028OpenAlexW2096737682MaRDI QIDQ1040683
Publication date: 25 November 2009
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-008-0240-y
optimal stoppingvalue functionjob searchPoisson arrivalsjump diffusionsearch problemMarkov processes with continuous parameterhouse-selling
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Applied stochastic control of jump diffusions.
- On preserving the reservation wage property in a continuous job search model
- Optimal stopping made easy
- Job search in a dynamic economy
- Properties of a job search problem on a partially observable Markov chain in a dynamic economy
- On the optimal stopping problem for one-dimensional diffusions.
- Job search: the continuous case
- Optimal stopping of Hunt and Lévy processes
- Optimal stopping in a continuous search model
- A new continuous-time search model
- General optimal stopping theorems for semi-Markov processes
- A general framework for optimal stopping problems associated with multivariate point processes, and applications
- Modeling growth stocks via birth-death processes
- Perpetual American Options Under Lévy Processes
- A continuous-time job search model: general renewal processes
- The job-search problem with competition: an evolutionarily stable dynamic strategy
This page was built for publication: A continuous-time search model with job switch and jumps
