| Publication | Date of Publication | Type |
|---|
| Maximizing expected value with two stage stopping rules | 2008-07-11 | Paper |
Optimal Advertizing Policy for Selling a Single Asset
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Two-choice optimal stopping
Advances in Applied Probability | 2005-04-05 | Paper |
Why is one choice different?
Journal of Statistical Planning and Inference | 2005-02-22 | Paper |
Ratio prophet inequalities when the mortal has several choices
The Annals of Applied Probability | 2003-05-06 | Paper |
Prophet inequalities for optimal stopping rules with probabilistic recall
Bernoulli | 2003-02-24 | Paper |
Optimal strategies in a risk selection investment model
Advances in Applied Probability | 2002-05-09 | Paper |
An unexpected connection between branching processes and optimal stopping
Journal of Applied Probability | 2001-09-11 | Paper |
Simple ratio prophet inequalities for a mortal with multiple choices
Journal of Applied Probability | 2001-07-12 | Paper |
Optimal multivariate stopping rules
Journal of Applied Probability | 2000-05-28 | Paper |
A statistical version of prophet inequalities
The Annals of Statistics | 1999-11-09 | Paper |
Optimal cooperative stopping rules for maximization of the product of the expected stopped values
Statistics & Probability Letters | 1999-03-02 | Paper |
Dynamic sampling applied to problems in optimal control
Journal of Optimization Theory and Applications | 1998-03-05 | Paper |
Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible
The Annals of Applied Probability | 1997-10-28 | Paper |
The secretary problem: minimizing the expected rank with I.I.D. random variables
Advances in Applied Probability | 1997-03-03 | Paper |
Optimal tracking of brownian motion
Stochastics and Stochastic Reports | 1997-02-04 | Paper |
Dynamic search for a moving target
Journal of Applied Probability | 1994-09-15 | Paper |
Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm
The Annals of Statistics | 1994-04-26 | Paper |
Adaptive sampling for detecting a change point in the past
Sequential Analysis | 1992-09-27 | Paper |
A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
Mathematics of Operations Research | 1992-06-25 | Paper |
Reneging from Processor Sharing Systems and Random Queues
Mathematics of Operations Research | 1992-06-25 | Paper |
Optimal Spares Provisioning When Component Price Is Changing
Operations Research | 1990-01-01 | Paper |
Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
The Annals of Statistics | 1989-01-01 | Paper |
A dynamic sampling approach for detecting a change in distribution
The Annals of Statistics | 1988-01-01 | Paper |
A double sequential procedure for detecting a change in distribution
Biometrika | 1988-01-01 | Paper |
Continuous and discrete search for one of many objects
Operations Research Letters | 1987-01-01 | Paper |
Optimal Group Maintenance Policies with Continuous and Periodic Inspections
Management Science | 1987-01-01 | Paper |
Optimal Design of Systems Subject to Two Types of Error
Operations Research | 1986-01-01 | Paper |
Optimal sequential search: A Bayesian approach
The Annals of Statistics | 1985-01-01 | Paper |
First-passage times with PFr densities
Journal of Applied Probability | 1985-01-01 | Paper |
Presentation of phase-type distributions as proper mixtures
Journal of Applied Probability | 1985-01-01 | Paper |
Multivariate Phase-Type Distributions
Operations Research | 1984-01-01 | Paper |
Extreme-point solutions in Markov decision processes
Journal of Applied Probability | 1983-01-01 | Paper |
On Optimal Replacement Policies
Management Science | 1982-01-01 | Paper |
Renewal Decisions when Category Life Distributions are of Phase-Type
Mathematics of Operations Research | 1982-01-01 | Paper |
Closure of phase type distributions under operations arising in reliability theory
The Annals of Probability | 1982-01-01 | Paper |
Invariant problems in dynamic programming - average reward criterion
Stochastic Processes and their Applications | 1980-01-01 | Paper |
Invariant problems in discounted dynamic programming
Advances in Applied Probability | 1978-01-01 | Paper |
A Counterexample to a Classification Theorem of Linearly Stable Polytopes
Canadian Journal of Mathematics | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3471191 (Why is no real title available?) | 1975-01-01 | Paper |
