Optimal stopping problem with double reservation value property
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Publication:1771364
DOI10.1016/J.EJOR.2002.12.003zbMath1141.60338OpenAlexW2109735563MaRDI QIDQ1771364
Publication date: 21 April 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2002.12.003
Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites Work
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- Dynamic programming of some sequential sampling design
- Search theory: the case of search with uncertain recall
- Duration of offers, price structure, and the gain from search
- Optimal stopping problem with finite-period reservation
- Optimal stopping problem with recall cost
- OPTIMAL STOPPING PROBLEM WITH UNCERTAIN RECALL
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