Optimal stopping problem with recall cost

European Journal of Operational Research

Volumn 117, Issue 2, 1999, Pages 222-238

  Kang, Byung Kook ^a  

^a UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; DECISION THEORY; DYNAMIC PROGRAMMING; MATHEMATICAL MODELS;

DOUBLE RESERVATION VALUE (DRV);

RISK MANAGEMENT;

EID: 0032667034     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(98)00013-7     Document Type: Article

References (6)

1. S. Ikuta, Optimal stopping problem with uncertain recall, Journal of the Operations Research Society of Japan 31 (2) (1988) 145-170.
2. S. Ikuta, K-function and optimal stopping problems, Discussion paper Series 705, Institute of Policy and Planning Sciences, University of Tsukuba, 1996.
3. S. Karlin, Stochastic models and optimal policy for selling an asset, in: J.A. Arrow, S. Karlin, H. Scarf (Eds.), Studies in Applied Probability and Management Science, Stanford University Press, California, 1962, pp. 148-158.
4. E. Karni, A. Schwartz, Search theory: the case of search with uncertain recall, Journal of Economic Theory 16 (1977) 38-52.
5. M. Landsberger, D. Peled, Duration of offers, price structure, and the gain from search, Journal of Economic Theory 16 (1977) 17-37.
6. M. Sakaguchi, Dynamic programming of some sequential sampling design, Journal of Mathematical Analysis and Applications 2 (1961) 446-466.