| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 5659770 (Why is no real title available?) | 2010-01-18 | Paper |
| Characterising Gaussian models of the term structure of interest rates. | 2002-01-06 | Paper |
A prophet inequality for independent random variables with finite variances
Journal of Applied Probability | 1999-11-11 | Paper |
Characterizing Gaussian Models of the Term Structure of Interest Rates
Mathematical Finance | 1998-04-05 | Paper |
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
Mathematical Finance | 1998-01-21 | Paper |
Minimax-Optimal Strategies for the Best-Choice Problem When a Bound is Known for the Expected Number of Objects
SIAM Journal on Control and Optimization | 1994-08-14 | Paper |
Sharp inequalities for optimal stopping with rewards based on ranks
The Annals of Applied Probability | 1993-01-16 | Paper |
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 stopping
Advances in Applied Probability | 1993-01-16 | Paper |
Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets
Mathematical Finance | 1993-01-01 | Paper |
| scientific article; zbMATH DE number 67297 (Why is no real title available?) | 1992-09-27 | Paper |
The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables
The Annals of Probability | 1991-01-01 | Paper |
Optimal stopping problems with generalized objective functions
Journal of Applied Probability | 1990-01-01 | Paper |
Limit theorems for threshold-stopped random variables with applications to optimal stopping
Advances in Applied Probability | 1990-01-01 | Paper |
Prophet inequalities for parallel processes
Journal of Multivariate Analysis | 1989-01-01 | Paper |
A note on stochastic search methods for global optimization
Advances in Applied Probability | 1988-01-01 | Paper |
Prophet-type inequalities for multi-choice optimal stopping
Stochastic Processes and their Applications | 1987-01-01 | Paper |
Optimal Sequential Assignment
Mathematics of Operations Research | 1986-01-01 | Paper |
Optimal stopping of independent random variables and maximizing prophets
The Annals of Probability | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3860099 (Why is no real title available?) | 1984-01-01 | Paper |
Conditioned limit theorems and heavy traffic
The Annals of Probability | 1984-01-01 | Paper |
Stimulating Prices in a Stochastic Model of Resource Allocation
Mathematics of Operations Research | 1983-01-01 | Paper |
A sequential game and envelopes of stochastic processes
Stochastics | 1983-01-01 | Paper |
On a constrained optimal stopping problem
Journal of Applied Probability | 1982-01-01 | Paper |
Optimal predictable transforms
Stochastics | 1981-01-01 | Paper |
On Characterizing Optimal Policies in Infinite-Horizon Stochastic Control
SIAM Journal on Control and Optimization | 1980-01-01 | Paper |
On sets of countable non-negative matrices and Markov decision processes
Advances in Applied Probability | 1978-01-01 | Paper |
On the time to first overflow in dams with inputs forming a Markov chain
Journal of Applied Probability | 1978-01-01 | Paper |
Some martingales related to cumulative sum tests and single-server queues
Stochastic Processes and their Applications | 1976-01-01 | Paper |
The distribution of the maximum Brownian excursion
Journal of Applied Probability | 1976-01-01 | Paper |
The Galton-Watson process conditioned on the total progeny
Journal of Applied Probability | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3451276 (Why is no real title available?) | 1974-01-01 | Paper |
Limiting diffusions for the conditioned <i>M/G</i>/1 queue
Journal of Applied Probability | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3461722 (Why is no real title available?) | 1973-01-01 | Paper |
Limit theorems for finite dams
Stochastic Processes and their Applications | 1973-01-01 | Paper |
The continuity of the single server queue
Journal of Applied Probability | 1972-01-01 | Paper |
Rates of convergence for queues in heavy traffic. I
Advances in Applied Probability | 1972-01-01 | Paper |
Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks
Annals of Mathematical Statistics | 1972-01-01 | Paper |
Rates of convergence for queues in heavy traffic. II: Sequences of queueing systems
Advances in Applied Probability | 1972-01-01 | Paper |
A note on the number of busy servers in a <i>GI/G/s</i> queue in light traffic
Journal of Applied Probability | 1972-01-01 | Paper |
A Functional Central Limit Theorem for k-Dimensional Renewal Theory
Annals of Mathematical Statistics | 1971-01-01 | Paper |
Weak convergence of the average of flag processes
Journal of Applied Probability | 1970-01-01 | Paper |
