Optimal stopping for Shepp's urn with risk aversion (Q2804004): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2014.995660
+Normal rank
@@ Property / OpenAlex ID @@
+W2053634408
@@ Property / OpenAlex ID: W2053634408 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57439503
@@ Property / Wikidata QID: Q57439503 / rank @@
+Normal rank
@@ Property / cites work @@
+On a simple optimal stopping problem
@@ Property / cites work: On a simple optimal stopping problem / rank @@
+Normal rank
@@ Property / cites work @@
+An Optimal Acceptance Policy for an Urn Scheme
@@ Property / cites work: An Optimal Acceptance Policy for an Urn Scheme / rank @@
+Normal rank
@@ Property / cites work @@
+Corrected random walk approximations to free boundary problems in optimal stopping
+Normal rank
@@ Property / cites work @@
+Explicit Solutions to Some Problems of Optimal Stopping
+Normal rank
@@ Property / cites work @@
+Some Results for the Acceptance Urn Model
@@ Property / cites work: Some Results for the Acceptance Urn Model / rank @@
+Normal rank