Publication | Open Access
An optimal sequential procedure for a buying-selling problem with independent observations
14
Citations
4
References
2006
Year
Mathematical ProgrammingEngineeringGame TheoryMarket Equilibrium ComputationMarket DesignOperations ResearchInventory ManagementStochastic GameInventory ControlEconomic AnalysisCombinatorial OptimizationOptimal Stopping RuleMechanism DesignOptimal Sequential ProcedureStatisticsQuantitative ManagementEconomicsDynamic PricingMarket MechanismPrice FormationMarketingFinanceIndependent ObservationsRepeated GameIndependent Random VariablesBusinessGame-theoretic ProbabilityMicroeconomicsBuying-selling Problem
We consider a buying-selling problem when two stops of a sequence of independent random variables are required. An optimal stopping rule and the value of a game are obtained.
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