한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제14권1호
  • /
  • Pages.59-71
  • /
  • 1989
  • /
  • 1225-1119(pISSN)
  • /
  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

재산매도 결졍문제 : 호가가 배타 분포를 따를 때

Asset Selling Problem With Beta Distributed Price Offers

  • Chae, Kung C. (Dept. Korea Institute of Technology)
  • 발행 : 1989.06.01
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초록

This practical paper puts existing optimal stopping rules for various asset selling situations into a coherent perspective, using simple non-measure theoretical terms. It also provides analytical or numerical solutions when the price offers are beta distributed.

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참고문헌

  1. Dynamic Programming Bellman,R.E.
  2. Dynamic Programming and Stochastic Control Bertsekas,D.P.
  3. Control Theory in Mathematical Economics;Proc. Third Kingston Conf. Stochastic Control and Game Aspects in a Birth-Death Model for Selling Assets With a Deadline Blum,H.
  4. Great Expectations : The Theory of Optimal Stopping Chow,Y.S.;Robbins,H.;Siegmund,D.
  5. Theory Prob. Appl. v.23 An Optimal Selection Problem Associated With the Poisson Process Cowan,R.;Zabczyk,J.
  6. Adv. Appl. Prob. v.9 A General Markov Decision Method Ⅱ : Applications DeLeve,G.;Federguren,A.;Tijms,H.
  7. Int. Stat. Rev. v.51 The Secretary Problem and its Extensions : A Review Freeman,P.R.
  8. Studies in Applied Probability and Management Science Stochastic Models and Optimal Policy for Selling an Asset Karlin,S.;K.Arrow(ed.);S.Karlin(ed.);W.Scarf(ed.)
  9. Econ. Inquiry v.14 The Economics of Job Search : A Survey (Part 1) Lippman,S.A.;McCall,J.J.
  10. Opns. Res. v.34 Successive Approximations for Finite Horizon, Semi-Markov Decision Processes with Application to Asset Liquidation Mamer,J.W.
  11. Introduction to Stochastic Dynamic Programming Ross,S.M.
  12. J. Appl. Prob. v.20 Job Search : The Continuous Case Zuckerman,D.