The following pages link to (Q3914255):
Displayed 36 items.
- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
- The Wiener continuous disorder problem (Q378178) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- Asymptotically optimal methods for sequential testing of composite hypotheses (Q492361) (← links)
- Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers'' (Q493864) (← links)
- On stability of sequential Wald test to a violation of the assumption about observations' independence (Q521125) (← links)
- Asymptotically optimal methods of change-point detection for composite hypotheses (Q556442) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises (Q683456) (← links)
- House-selling problem with reward rate criteria and changing costs (Q733951) (← links)
- Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508) (← links)
- Nash equilibrium in multi-player games with the choice of time instants and integral cost functionals (Q876806) (← links)
- Sequential change-point detection for mixing random sequences under composite hypotheses (Q946284) (← links)
- Economically justified plans of acceptive and preventive control in the normal course of production (Q1102690) (← links)
- On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes (Q1111238) (← links)
- Guaranteed statistical inference procedures (determination of the optimal sample size) (Q1116601) (← links)
- On nonlinear semigroups for Markov processes associated with optimal stopping (Q1132837) (← links)
- Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions (Q1138296) (← links)
- Remarks on supermartingales (Q1138305) (← links)
- Random stopping sets in a sequential analysis of random measures and fields (Q1194007) (← links)
- Optimum statistical inference from randomly stopped random processes (Q1330195) (← links)
- Optimal stopping of Markov renewal process with low absorption probability (Q1905236) (← links)
- Optimal estimation of some functionals of Markovian systems under the condition of incomplete observations (Q1968539) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- The dynamics of choice among multiple alternatives (Q2495491) (← links)
- The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Quickest Detection Problems: Fifty Years Later (Q3068080) (← links)
- Optimization of tests with a correction for the observation time (Q3690924) (← links)
- Probability maximizing approach to optimal stopping and its application to a disorder problem (Q3870080) (← links)
- Strong envelopes of stochastic processes and a penalty method<sup>†</sup> (Q3920377) (← links)
- The problem of creating a theory of diagnostic processes (Q3931064) (← links)
- Optimal stopping and almost sure convergence of random sequences (Q4188516) (← links)
- Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521) (← links)