Egami, Masahiko; Xu, Mingxin - In: Mathematical Methods of Operations Research 70 (2009) 2, pp. 241-267
We study a new search problem in continuous time. In the traditional approach, the basic formulation is to maximize the expected (discounted) return obtained by taking a job, net of search cost incurred until the job is taken. Implicitly assumed in the traditional modeling is that the agent has...
