Applications of Martingale System Theorems
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Cites work
Cited in
(42)- Generalized sequential procedures
- Stopping rules and tactics for processes indexed by a directed set
- An optimal stopping problem with linear reward
- Risk aversion, impatience, and optimal timing decisions
- Multi-armed bandits in discrete and continuous time
- Discrete multiarmed bandits and multiparameter processes
- Herbert Robbins and sequential analysis
- An optimal stopping problem with a reward constraint
- Optimal oil production and the world supply of oil
- Optimal stopping time on discounted semi-Markov processes
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\)
- Optimal stopping problems with restricted stopping times
- Optimal stopping with random maturity under nonlinear expectations
- On infinite horizon optimal stopping of general random walk
- Convergence of Martingales with a Directed Index Set
- Optimal stopping and supermartingales over partially ordered sets
- scientific article; zbMATH DE number 3768759 (Why is no real title available?)
- Countably additive gambling and optimal stopping
- Optimal stopping and almost sure convergence of random sequences
- The early exercise premium in American options by using nonparametric regressions
- On the forward algorithm for stopping problems on continuous-time Markov chains
- A general theory of multiarmed bandit processes with constrained arm switches
- Arbitrage-free pricing of multi-person game claims in discrete time
- Optimal stopping under uncertainty in drift and jump intensity
- On the compensator in the Doob-Meyer decomposition of the Snell envelope
- Convergence theorems of martingales
- Multi-armed bandits under general depreciation and commitment
- Martingales et dérivation
- On optimal stopping rules
- Bayesl�sungen bei mehrstufigen Tests
- Continuous parameter optimal stopping problems
- Continuous parameter optimal stopping problems
- Th�orie des processus stochastiques g�n�raux applications aux surmartingales
- Semimartingales and Subharmonic Functions
- Finite Horizon Impulse control of Stochastic Functional Differential Equations
- Optimal activation of halting multi‐armed bandit models
- Stochastic Processes in the Decades after 1950
- Optimal stopping with expectation constraints
- Lévy bandits under Poissonian decision times
- Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
- Synchronizing pretrained kernel regressors with applications to American option pricing
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