A model for speculation in a dynamic economy

DOI10.1080/02331939308843879zbMath0818.90022OpenAlexW2066846715MaRDI QIDQ3835662

Wolfgang Stadje

Publication date: 20 April 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939308843879

zbMATH Keywords

closed-form solutionsMarkov chainoptimal strategiesoptimal stopping rulestochastic searchdynamic economycontrol limit policycomputation of optimal strategiesdiscrete time Markov decision processspeculation strategies

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62) Markov and semi-Markov decision processes (90C40)

Related Items (1)

An optimal stopping problem with two levels of incomplete information

Cites Work

• Unnamed Item
• On preserving the reservation wage property in a continuous job search model
• Job search in a dynamic economy
• Job search: the continuous case
• Optimal stopping in a continuous search model
• A new continuous-time search model
• A Note on a Continuous-Time Search Model with Several Offer Streams

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