Stopping the maximum of a correlated random walk, with cost for observation (Q4660525): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2139886074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping rules for correlated random walks with a discount / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping rules for directionally reinforced processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5641856 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some time-invariant stopping rule problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3229727 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Characteristics of the General Queueing Process, with Applications to Random Walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Directionally reinforced random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE GAMBLER'S RUIN PROBLEM WITH CORRELATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Generalised Two‐Coin Tossing Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The correlated random walk / rank
 
Normal rank

Latest revision as of 20:10, 7 June 2024

scientific article; zbMATH DE number 2151049
Language Label Description Also known as
English
Stopping the maximum of a correlated random walk, with cost for observation
scientific article; zbMATH DE number 2151049

    Statements