RESERVATION PRICES IN OPTIMAL STOPPING
成果类型：
Note
署名作者：
SEIERSTAD, A
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.40.2.409
发表日期：
1992
页码：
409-414
关键词：
摘要：
In an optimal stopping problem where bids on an asset are received, conditions are given that ensure the so-called reservation price property, namely, if a certain price is accepted, then any higher price would also have been accepted at that point in time. The approach followed in this paper is similar to that pursued by D. B. Rosenfield and R. D. Shapiro in 1981.