D. P. Kennedy

From MaRDI portal
Person:756258

Available identifiers

zbMath Open kennedy.douglas-pMaRDI QIDQ756258

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q34000382010-01-18Paper
Characterising Gaussian models of the term structure of interest rates.2002-01-06Paper
A prophet inequality for independent random variables with finite variances1999-11-11Paper
Characterizing Gaussian Models of the Term Structure of Interest Rates1998-04-05Paper
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD1998-01-21Paper
Minimax-Optimal Strategies for the Best-Choice Problem When a Bound is Known for the Expected Number of Objects1994-08-14Paper
Sharp inequalities for optimal stopping with rewards based on ranks1993-01-16Paper
Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping1993-01-16Paper
Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets1993-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40120051992-09-27Paper
The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables1991-01-01Paper
Optimal stopping problems with generalized objective functions1990-01-01Paper
Limit theorems for threshold-stopped random variables with applications to optimal stopping1990-01-01Paper
Prophet inequalities for parallel processes1989-01-01Paper
A note on stochastic search methods for global optimization1988-01-01Paper
Prophet-type inequalities for multi-choice optimal stopping1987-01-01Paper
Optimal Sequential Assignment1986-01-01Paper
Optimal stopping of independent random variables and maximizing prophets1985-01-01Paper
Conditioned limit theorems and heavy traffic1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33274411984-01-01Paper
Stimulating Prices in a Stochastic Model of Resource Allocation1983-01-01Paper
A sequential game and envelopes of stochastic processes1983-01-01Paper
On a constrained optimal stopping problem1982-01-01Paper
Optimal predictable transforms1981-01-01Paper
On Characterizing Optimal Policies in Infinite-Horizon Stochastic Control1980-01-01Paper
On sets of countable non-negative matrices and Markov decision processes1978-01-01Paper
On the time to first overflow in dams with inputs forming a Markov chain1978-01-01Paper
Some martingales related to cumulative sum tests and single-server queues1976-01-01Paper
The distribution of the maximum Brownian excursion1976-01-01Paper
The Galton-Watson process conditioned on the total progeny1975-01-01Paper
Limiting diffusions for the conditioned M/G/1 queue1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47752941974-01-01Paper
Limit theorems for finite dams1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40473451973-01-01Paper
The continuity of the single server queue1972-01-01Paper
Rates of convergence for queues in heavy traffic. I1972-01-01Paper
Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks1972-01-01Paper
Rates of convergence for queues in heavy traffic. II: Sequences of queueing systems1972-01-01Paper
A note on the number of busy servers in a GI/G/s queue in light traffic1972-01-01Paper
A Functional Central Limit Theorem for $k$-Dimensional Renewal Theory1971-01-01Paper
Weak convergence of the average of flag processes1970-01-01Paper

Research outcomes over time

This page was built for person: D. P. Kennedy