Optimal Strategies for Selling an Asset

DOI10.1287/MNSC.29.9.1051zbMath0522.90051OpenAlexW2019674526MaRDI QIDQ3673468

Donald B. Rosenfield, Roy D. Shapiro, David A. Butler

Publication date: 1983

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.29.9.1051

zbMATH Keywords

marketingstopping rulesBayesian updatingadaptive searchasset sellingoptimal selling strategyrandom sequence of price offers

Mathematics Subject Classification ID

Operations research and management science (90B99)

Related Items (11)

Asset Selling Under Debt Obligations ⋮ A multiple optimal stopping rule for a buying-selling problem with a deterministic trend ⋮ An optimal double stopping rule for a buying-selling problem ⋮ Asking price and price discounts: the strategy of selling an asset under price uncertainty ⋮ Buying and selling an asset over the finite time horizon: a non-parametric approach ⋮ Optimal Stopping Problem with Controlled Recall ⋮ Selecting the best choice in the full information group interview problem ⋮ Asset-selling problem with an uncertain deadline, quitting offer, and search skipping option ⋮ Rank-based selection strategies for the random walk process ⋮ An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? ⋮ Optimal Stopping for Dynamic Recruitment Problem with Probabilistic Loss of Candidates

This page was built for publication: Optimal Strategies for Selling an Asset