On optimal stopping rules
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Cites work
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Cited in
(29)- The monotone case approach for the solution of certain multidimensional optimal stopping problems
- Stopped decision processes on complete separable metric spaces
- Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
- Optimal control of an M/G/1 queue with impatient priority customers
- Continuous parameter optimal stopping problems
- The value of information in some variations of the stopping problem
- Optimal Stopping Based on Two Types of Runs under Drawings with Replacement
- Computational results for a stopping rule problem on averages
- Herbert Robbins and sequential analysis
- scientific article; zbMATH DE number 3677026 (Why is no real title available?)
- scientific article; zbMATH DE number 3586372 (Why is no real title available?)
- Non-intrusive termination of noisy optimization
- Explicit results for a class of asset-selling problems
- TWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLES
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- A general method for finding the optimal threshold in discrete time
- Continuous parameter optimal stopping problems
- Promoting assets selling through advertisement channels
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
- Contribution to the optimal stopping problem
- Stopping rules for \(x_ n/n\) and related problems
- Optimal stopping rules for multinomial observations
- An optimal stopping problem with two levels of incomplete information
- The monotone condition for optimal multiple stopping problems
- On the expectation of some random variables derived from independent random variables
- A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems
- Triangular numbers and the N-sided die optimal stopping problem
- Optimal Advertizing Policy for Selling a Single Asset
- A linear programming approach to sequential hypothesis testing
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