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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2011.12
- 수록면
- 295 - 303 (9page)
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초록· 키워드
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This paper presents a discrete time optimal asset buying problem with a predetermined final deadline where an available budget is limited. A cost is paid to search for assets, called the search cost. A seller who shows up offers a price for the asset, and then the buyer decides whether or not to buy the asset by comparing the offered price to his optimal selection threshold. When the budget becomes less than the search cost or the price of the asset, the buyer can get a necessary loan with some interests. We clarify the properties of the buyer’s optimal selection threshold in order to maximize the expected value of budget which is left after paying all the search costs and the price of the asset at that point in time.
목차
1. 서론
2. 모델 수립
3. 최적 방정식의 변형과 최적 의사 결정
4. 모델 분석
5. 수치실험 분석
6. 결론
참고문헌
참고문헌 (16)
참고문헌 신청
1. [학술지(정기간행물)] - Chun, Y. H / 1996 / Selecting the best choice in the weighted secretary problem / European Journal of Operational Research 92 : 135 ~ 147
2. [학술지(정기간행물)] - Ee, M. S / 2009 / Asset-selling problem with an uncertain deadline, quitting offers, and search skipping / European Journal of Operations Research 198 : 215 ~ 222
3. [학술지(정기간행물)] - Ikuta, S / 1988 / Optimal stopping problem with uncertain recall / Journal of Operations Research Society of Japan 38 (1) : 89 ~ 106
4. [보고서] - Ikuta, S / 2004 / An integration of the optimal stopping problem and the optimal pricing problem
5. [학술지(정기간행물)] - Ikuta, S / 1992 / The optimal stopping problem in which the sum of the accepted offer’s value and the remaining search budget is an objective function / Journal of the Operations Research Society of Japan 35 (2) : 172 ~ 193
2. [학술지(정기간행물)] - Ee, M. S / 2009 / Asset-selling problem with an uncertain deadline, quitting offers, and search skipping / European Journal of Operations Research 198 : 215 ~ 222
3. [학술지(정기간행물)] - Ikuta, S / 1988 / Optimal stopping problem with uncertain recall / Journal of Operations Research Society of Japan 38 (1) : 89 ~ 106
4. [보고서] - Ikuta, S / 2004 / An integration of the optimal stopping problem and the optimal pricing problem
5. [학술지(정기간행물)] - Ikuta, S / 1992 / The optimal stopping problem in which the sum of the accepted offer’s value and the remaining search budget is an objective function / Journal of the Operations Research Society of Japan 35 (2) : 172 ~ 193
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UCI(KEPA) : I410-ECN-0101-2013-530-003634580