The following pages link to (Q5641856):
Displaying 50 items.
- On an optimal stopping problem of Gusein-Zade (Q1140921) (← links)
- On stopping times of sequential estimations of the mean of a log-normal distribution (Q1148644) (← links)
- Stopping rules and tactics for processes indexed by a directed set (Q1152637) (← links)
- On sequential point estimation of the mean of a normal distribution (Q1154200) (← links)
- Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials (Q1163795) (← links)
- On the convergence of Bayesian posterior processes in linear economic models. Counting equations and unknowns (Q1177287) (← links)
- Remarks on a theorem of Burkholder and Gundy (Q1185800) (← links)
- Bayes sequential estimation for an exponential family of processes: A discrete time approach (Q1189877) (← links)
- Use of a side effect as a covariate in a problem of sequential analysis (Q1200660) (← links)
- Moment-based minimax stopping functions for sequences of random variables (Q1201894) (← links)
- Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
- A secretary problem with restricted offering chances and random number of applications (Q1206122) (← links)
- Optimal stopping in urn models with payoff depending on maximal observed element (Q1210126) (← links)
- A note on monotonicity in optimal multiple stopping problems (Q1210132) (← links)
- Inequalities for tails of adapted processes with an application to Wald's lemma (Q1210341) (← links)
- On the expectation of some random variables derived from independent random variables (Q1211794) (← links)
- An optimal stopping problem with linear reward (Q1214213) (← links)
- Risk aversion, impatience, and optimal timing decisions (Q1220865) (← links)
- On stopped decision processes with discrete time parameter (Q1226042) (← links)
- Amarts: A class of asymptotic martingales. A: Discrete parameter (Q1230307) (← links)
- Stochastic evolution and control of an economic activity (Q1241171) (← links)
- On optimal stopping of a sequence of independent random variables- probability maximizing approach (Q1244944) (← links)
- Properties and convergence of a posteriori probabilities in classification problems (Q1247142) (← links)
- On convergence rates and the expectation of sums of random variables (Q1249380) (← links)
- Second order asymptotic optimality in sequential point estimation (Q1262666) (← links)
- Selecting the best choice in the weighted secretary problem (Q1268240) (← links)
- Two armed bandits with change point in one arm (Q1299072) (← links)
- The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem (Q1304617) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Maximal wearing-out of a deteriorating system: An optimal stopping approach (Q1328635) (← links)
- Bayesian learning leads to correlated equilibria in normal form games (Q1339020) (← links)
- A rule of thumb (not only) for gamblers (Q1346154) (← links)
- Optimal search with learning (Q1350667) (← links)
- An optimal stopping problem with two levels of incomplete information (Q1360874) (← links)
- Optimal replacement strategies for repairable systems (Q1360875) (← links)
- Range reliability in random walks (Q1361028) (← links)
- A replacement model with general age-dependent failure rates (Q1361676) (← links)
- Convergence in economic models with Bayesian hierarchies of beliefs (Q1367893) (← links)
- Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT (Q1368887) (← links)
- Empirical Bayes sequential estimation fro exponential families: the untruncated component (Q1373260) (← links)
- On determining the importance of attributes with a stopping problem (Q1377461) (← links)
- Valuation of the early-exercise price for options using simulations and nonparametric regression (Q1381139) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- The life and work of Gustav Elfving. (Q1431160) (← links)
- Optimal stopping problems in a stochastic and fuzzy system (Q1577973) (← links)
- Sequential buying policies (Q1579489) (← links)
- Partial-order analogue of the secretary problem: The binary tree case (Q1584204) (← links)
- A stopping game in a stochastic and fuzzy environment. (Q1596980) (← links)
- Multicriteria optimal stopping of a fuzzy and stochastic system (Q1600440) (← links)
- Characterization of the monotone case for a best choice problem with a random number of objects (Q1613020) (← links)
