3 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
2 papers
q-fin.ST2016
On Optimal Retirement (How to Retire Early)
Philip Ernst, Dean Foster, Larry Shepp
We pose an optimal control problem arising in a perhaps new model for retirement investing. Given a control function and our current net worth as for any , we invest…
stat.AP2012★ 3 cited
Optimal pricing using online auction experiments: A Pólya tree approach
Edward I. George, Sam K. Hui
We show how a retailer can estimate the optimal price of a new product using observed transaction prices from online second-price auction experiments. For this purpose we propose a…