An optimal sequential procedure for a multiple selling problem with independent observations

被引：9
|
作者：
Sofronov, Georgy [1 ]
机构：
[1] Macquarie Univ, Dept Stat, Sydney, NSW 2109, Australia
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2013年 / 225卷 / 02期
关键词：
Dynamic programming; Sequential decision analysis; Optimal stopping; Multiple stopping rules; Selling problem; MATE CHOICE; OPTIMAL STRATEGIES; SEARCH THEORY; ASSET; RULES;
D O I：
10.1016/j.ejor.2012.09.042
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider a sequential problem of selling K identical assets over the finite time horizon with a fixed number of offers per time period and no recall of past offers. The objective is to find an optimal sequential procedure which maximizes the total expected revenue. In this paper, we derive an effective number of stoppings for an optimal sequential procedure for the selling problem with independent observations. (C) 2012 Elsevier B.V. All rights reserved.
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页码：332 / 336
页数：5
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