An optimal sequential procedure for a multiple selling problem with independent observations
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Georgy Yu. Sofronov, 2016. "A multiple optimal stopping rule for a buying–selling problem with a deterministic trend," Statistical Papers, Springer, vol. 57(4), pages 1107-1119, December.
More about this item
KeywordsDynamic programming; Sequential decision analysis; Optimal stopping; Multiple stopping rules; Selling problem;
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