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Double optimal stopping times and dynamic pricing problem: description of the mathematical model.
Anna Karpowicz
Krzysztof Szajowski
Published in:
Math. Methods Oper. Res. (2007)
Keyphrases
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mathematical model
optimal stopping
dynamic pricing
finite horizon
brownian motion
supply chain management
mathematical models
inventory level
control strategy
learning curve
supply chain
machine learning
differential equations
infinite horizon
vector valued