Online Auction and Optimal Stopping Game with Imperfect Observation.

Vladimir V. Mazalov Anna A. Ivashko

Published in: ACIIDS (1) (2020)

Keyphrases

optimal stopping
online auctions
finite horizon
brownian motion
electronic commerce
game theory
fraud detection
reputation systems
optimal policy
differential equations
multistage
diffusion process
optimal control
markov decision process
infinite horizon
search space
decision makers
supply chain
special case