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A stochastic theory of exit and stopping time equilibria

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  • Fine, Charles H.
  • Li, Lode.

Abstract

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Suggested Citation

  • Fine, Charles H. & Li, Lode., 1986. "A stochastic theory of exit and stopping time equilibria," Working papers 1755-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    • Handle: RePEc:mit:sloanp:2135
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    File URL: http://hdl.handle.net/1721.1/2135
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    References listed on IDEAS

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    1. George E. Monahan, 1980. "Optimal Stopping in a Partially Observable Markov Process with Costly Information," Operations Research, INFORMS, vol. 28(6), pages 1319-1334, December.
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    Cited by:

    1. Hagspiel, Verena & Huisman, Kuno J.M. & Kort, Peter M. & Lavrutich, Maria N. & Nunes, Cláudia & Pimentel, Rita, 2020. "Technology adoption in a declining market," European Journal of Operational Research, Elsevier, vol. 285(1), pages 380-392.
    2. H. Dharma Kwon, 2010. "Invest or Exit? Optimal Decisions in the Face of a Declining Profit Stream," Operations Research, INFORMS, vol. 58(3), pages 638-649, June.

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    Keywords

    HD28 .M414 no.1755-; 86;

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