Douglas P. Kennedy

Available identifiers

zbMath Open kennedy.douglas-pMaRDI QIDQ756258

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q3400038	2010-01-18	Paper
https://portal.mardi4nfdi.de/entity/Q2760403	2002-01-06	Paper
A prophet inequality for independent random variables with finite variances	1999-11-11	Paper
Characterizing Gaussian Models of the Term Structure of Interest Rates	1998-04-05	Paper
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD	1998-01-21	Paper
Minimax-Optimal Strategies for the Best-Choice Problem When a Bound is Known for the Expected Number of Objects	1994-08-14	Paper
Sharp inequalities for optimal stopping with rewards based on ranks	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	1993-01-16	Paper
Exact Ruin Probabilities and the Evaluation of Program Trading On Financial Markets	1993-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4012005	1992-09-27	Paper
The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables	1991-01-01	Paper
Limit theorems for threshold-stopped random variables with applications to optimal stopping	1990-01-01	Paper
Optimal stopping problems with generalized objective functions	1990-01-01	Paper
Prophet inequalities for parallel processes	1989-01-01	Paper
A note on stochastic search methods for global optimization	1988-01-01	Paper
Prophet-type inequalities for multi-choice optimal stopping	1987-01-01	Paper
Optimal Sequential Assignment	1986-01-01	Paper
Optimal stopping of independent random variables and maximizing prophets	1985-01-01	Paper
Conditioned limit theorems and heavy traffic	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3327441	1984-01-01	Paper
A sequential game and envelopes of stochastic processes	1983-01-01	Paper
Stimulating Prices in a Stochastic Model of Resource Allocation	1983-01-01	Paper
On a constrained optimal stopping problem	1982-01-01	Paper
Optimal predictable transforms	1981-01-01	Paper
On Characterizing Optimal Policies in Infinite-Horizon Stochastic Control	1980-01-01	Paper
On the time to first overflow in dams with inputs forming a Markov chain	1978-01-01	Paper
On sets of countable non-negative matrices and Markov decision processes	1978-01-01	Paper
Some martingales related to cumulative sum tests and single-server queues	1976-01-01	Paper
The distribution of the maximum Brownian excursion	1976-01-01	Paper
The Galton-Watson process conditioned on the total progeny	1975-01-01	Paper
Limiting diffusions for the conditioned M/G/1 queue	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4775294	1974-01-01	Paper
Limit theorems for finite dams	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4047345	1973-01-01	Paper
The continuity of the single server queue	1972-01-01	Paper
Rates of convergence for queues in heavy traffic. I	1972-01-01	Paper
Rates of convergence for queues in heavy traffic. II: Sequences of queueing systems	1972-01-01	Paper
A note on the number of busy servers in a GI/G/s queue in light traffic	1972-01-01	Paper
Estimates of the Rates of Convergence in Limit Theorems for the First Passage Times of Random Walks	1972-01-01	Paper
A Functional Central Limit Theorem for $k$-Dimensional Renewal Theory	1971-01-01	Paper
Weak convergence of the average of flag processes	1970-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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