A continuous-time search model with finite horizon

W. Stadje

RAIRO - Operations Research - Recherche Opérationnelle (1996)

  • Volume: 30, Issue: 3, page 233-245
  • ISSN: 0399-0559

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Stadje, W.. "A continuous-time search model with finite horizon." RAIRO - Operations Research - Recherche Opérationnelle 30.3 (1996): 233-245. <http://eudml.org/doc/105129>.

@article{Stadje1996,
author = {Stadje, W.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {search model; continuous time; renewal process; finite horizon; optimal strategy},
language = {eng},
number = {3},
pages = {233-245},
publisher = {EDP-Sciences},
title = {A continuous-time search model with finite horizon},
url = {http://eudml.org/doc/105129},
volume = {30},
year = {1996},
}

TY - JOUR
AU - Stadje, W.
TI - A continuous-time search model with finite horizon
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1996
PB - EDP-Sciences
VL - 30
IS - 3
SP - 233
EP - 245
LA - eng
KW - search model; continuous time; renewal process; finite horizon; optimal strategy
UR - http://eudml.org/doc/105129
ER -

References

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  1. 1. F. A. BOSHUIZEN and J. M. GOUWELEEUW, A continuous-time job search model: general renewal processes, Technical Report 9247/A, Econometrics Institute, Erasmus University Rotterdam, 1992. Zbl0827.60028
  2. 2. Y. S. CHOW, H. ROBBINS and D. SIEGMUND, Great Expectations. The Theory of Optimal Stopping, Houghton Mifflin, Boston, 1971. Zbl0233.60044MR331675
  3. 3. G. ELFVING, A persistence problem connected with a point process, J. Appl. Prob., 1967, 4, pp. 77-89. Zbl0183.20705MR228111
  4. 4. D. SIEGMUND, Some problems in the theory of optimal stopping, Ann. Math. Statist., 1967, 30, pp. 1627-1640. Zbl0183.20706MR221666
  5. 5. D. SIEGMUND, Sequential Analysis, Springer, New York, 1985. Zbl0573.62071MR799155
  6. 6. W. STADJE, An optimal k-stopping problem for the Poisson process. Proceedings of the 6th Pannonian Symposium on Mathematical Statistics (P. BAUER, F. KONECNY and W. WETZ Eds.), Vol. B, 1987, pp. 231-244. Zbl0642.60031MR922726
  7. 7. W. STADJE, A full information pricing problem for the sale of several identical commodities, Z. Oper. Res., 1990, 34, pp. 161-181. Zbl0704.90007MR1051651
  8. 8. W. STADJE, A new continuous-time search model, J. Appl. Prob., 1991, 28, pp. 771-778. Zbl0749.90019MR1133785
  9. 9. W. STADJE, A note on a continuous-time searche model with several offer streams, Oper. Res., 1992, 40, pp. S346-352. Zbl0754.60041
  10. 10. D. ZUCKERMAN, Job search: the continuous case, J. Appl. Prob., 1983, 20, pp. 637-648. Zbl0526.60040MR713512
  11. 11. D. ZUCKERMAN, On preserving the reservation wage property in a continuous job search model, J. Econom. Theory, 1984, 34, pp. 175-179. Zbl0542.90022MR765794
  12. 12. D. ZUCKERMAN, Optimal stopping in a continuous search model, J. Appl. Prob., 1986, 23, pp. 514-518. Zbl0592.60081MR840005

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