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N. P. Krasii

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Open access 2026

OPTIMAL SWITCHING UNDER COMPETITION: A DISCRETE-TIME OPTIMAL STOPPING APPROACH

Motivated by markets in which new entrants challenge established monopolies, we study the problem of determining an optimal switching time for consumers facing competing stochastic price dynamics. In the particular case of the sequences of prices—or premiums—being sub-martingales, an optimal stopping time is described...

M. L. Esquível, N. P. Krasii · 0 citations

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