Phase-Type Distributions and Optimal Stopping for Autoregressive Processes (Q5388738): Difference between revisions

@@ Property / DOI @@
-.1239/jap/1331216832
@@ Property / DOI: 10.1239/jap/1331216832 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3101949728
@@ Property / OpenAlex ID: W3101949728 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0756
@@ Property / arXiv ID: 1008.0756 / rank @@
+Normal rank
@@ Property / DOI @@
+.1239/JAP/1331216832
@@ Property / DOI: 10.1239/JAP/1331216832 / rank @@
+Normal rank
@@ Property / Recommended article @@
+An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences
+Normal rank
+Similarity Score: 0.84005725Amount 0.84005725
Unit 1
-Amount
+.84005725
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Value iteration methods in risk minimizing stopping problems
+Normal rank
+Similarity Score: 0.7776308Amount 0.7776308
Unit 1
-Amount
+.7776308
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+General optimal stopping with linear cost
+Normal rank
+Similarity Score: 0.776834Amount 0.776834
Unit 1
-Amount
+.776834
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+RISK MINIMIZATION IN OPTIMAL STOPPING PROBLEM AND APPLICATIONS
+Normal rank
+Similarity Score: 0.77373284Amount 0.77373284
Unit 1
-Amount
+.77373284
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Q3700532
@@ Property / Recommended article: Q3700532 / rank @@
+Normal rank
@@ Property / Recommended article: Q3700532 / qualifier @@
+Similarity Score: 0.76100934Amount 0.76100934
Unit 1
-Amount
+.76100934
 Unit
@@ Property / Recommended article: Q3700532 / qualifier @@
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Selecting the last consecutive record in a record process
+Normal rank
+Similarity Score: 0.75732154Amount 0.75732154
Unit 1
-Amount
+.75732154
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen
+Normal rank
+Similarity Score: 0.7564058Amount 0.7564058
Unit 1
-Amount
+.7564058
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+On-line detection of a part of a sequence with unspecified distribution
+Normal rank
+Similarity Score: 0.75248116Amount 0.75248116
Unit 1
-Amount
+.75248116
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Optimal cooperative stopping rules for maximization of the product of the expected stopped values
+Normal rank
+Similarity Score: 0.75129247Amount 0.75129247
Unit 1
-Amount
+.75129247
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Characterization of optimality in classes of ``truncatable'' stopping rules
+Normal rank
+Similarity Score: 0.750272Amount 0.750272
Unit 1
-Amount
+.750272
 Unit
+Recommender Run: Recommender Run 2
@@ links / mardi / name / links / mardi / name @@
+Publication:5388738