The following pages link to (Q5641856):
Displaying 50 items.
- Second order optimal approximation in a particular exponential family under asymmetric LINEX loss (Q1640968) (← links)
- Optimal timing to initiate medical treatment for a disease evolving as a semi-Markov process (Q1682979) (← links)
- Iterated full information secretary problem (Q1683938) (← links)
- A model of best choice under incomplete information (Q1688375) (← links)
- A strong ergodic theorem for extreme and intermediate order statistics (Q1688844) (← links)
- A time optimized scheme for top-\( k\) list maintenance over incomplete data streams (Q1749630) (← links)
- Difference prophet inequalities for \([0,1]\)-valued i.i.d. random variables with cost for observations (Q1769515) (← links)
- A fuzzy stopping problem with the concept (Q1771140) (← links)
- Estimating the market shares of stores based on the shopper's search and purchase behavior (Q1780769) (← links)
- Stochastic and convex orders and lattices of probability measures, with a martingale interpretation (Q1802335) (← links)
- A statistical version of prophet inequalities (Q1807109) (← links)
- Constructions of random distributions via sequential barycenters (Q1807138) (← links)
- Prophet inequalities for cost of observation stopping problems (Q1814046) (← links)
- A generalized choice problem (Q1843231) (← links)
- Sequential testing problems for Poisson processes. (Q1848801) (← links)
- Sum the odds to one and stop (Q1854798) (← links)
- Optimal stopping models in a stochastic and fuzzy environment (Q1857058) (← links)
- An approach to stopping problems of a dynamic fuzzy system (Q1867408) (← links)
- Fuzzy stopping in continuous-time dynamic fuzzy systems (Q1867684) (← links)
- Value iteration methods in risk minimizing stopping problems (Q1872967) (← links)
- Sufficiency in sequentially planned decision procedures (Q1875693) (← links)
- Approximation of optimal stopping problems. (Q1879497) (← links)
- On approximation of optimal stopping of Bayesian sequential test for a normal mean (Q1891678) (← links)
- Explicit optimal value for Dynkin's stopping game (Q1905891) (← links)
- A secretary problem on fuzzy sets (Q1906575) (← links)
- A direct approach to a Bayesian sequential test for a normal mean (Q1916168) (← links)
- On Wald's equation for \(U\)-statistical sums (Q1962134) (← links)
- Expected utility maximization of optimal stopping problems (Q1971994) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Approximating sums of products of dependent random variables (Q2006751) (← links)
- A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
- Discrete stop-or-go games (Q2041084) (← links)
- Optimal stopping time on discounted semi-Markov processes (Q2048164) (← links)
- A partnership formation game with common preferences and scramble competition (Q2087119) (← links)
- Optimal stopping time on semi-Markov processes with finite horizon (Q2156383) (← links)
- An optimal double stopping rule for a buying-selling problem (Q2176381) (← links)
- Optimal stopping strategies in the game ``the price is right'' (Q2185647) (← links)
- A unified approach for solving sequential selection problems (Q2188431) (← links)
- A note on random times (Q2265740) (← links)
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities (Q2272044) (← links)
- Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
- On the uniqueness of the optional decomposition of semimartingales (Q2314116) (← links)
- Characterization of optimality in classes of ``truncatable'' stopping rules (Q2343200) (← links)
- Power and exponential moments of the number of visits and related quantities for perturbed random walks (Q2346971) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- A multiple optimal stopping rule for a buying-selling problem with a deterministic trend (Q2374438) (← links)
- High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167) (← links)
- Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
- Selling options (Q2455665) (← links)
- Randomized stopping games and Markov market games (Q2465380) (← links)
