Article ID: | iaor20003731 |
Country: | Netherlands |
Volume: | 118 |
Issue: | 3 |
Start Page Number: | 605 |
End Page Number: | 619 |
Publication Date: | Nov 1999 |
Journal: | European Journal of Operational Research |
Authors: | Saito Tsuyoshi |
Keywords: | optimal stopping |
This paper presents a discrete-time optimal stopping problem with a finite planning horizon. For a search cost