The following pages link to (Q4172681):
Displayed 50 items.
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- Optimal, quality-aware scheduling of data consumption in mobile ad hoc networks (Q455991) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- A note on a nonlinear functional equation and its application (Q542884) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Optimal switching problems of tandem type (Q594839) (← links)
- EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility (Q633330) (← links)
- Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14--15, 2011. Proceedings (Q645930) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Tracking a random walk first-passage time through noisy observations (Q691106) (← links)
- Detection of intrusions in information systems by sequential change-point methods (Q713713) (← links)
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- On a generalized disorder problem (Q800035) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- Sequential testing of simple hypotheses about compound Poisson processes (Q860706) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Reserve-dependent surrender rates (Q903674) (← links)
- Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process (Q908643) (← links)
- On-line detection of a part of a sequence with unspecified distribution (Q951210) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- Optimal online detection of parameter changes in two linear models (Q1073519) (← links)
- An optimal stopping problem with finite horizon for sums of i.i.d. random variables (Q1098165) (← links)
- Detecting changes in signals and systems - a survey (Q1108252) (← links)
- The tree-cutting problem in a stochastic environment: The case of age- dependent growth (Q1119155) (← links)
- Stopping rules and tactics for processes indexed by a directed set (Q1152637) (← links)
- Optimal patch use in a stochastic environment (Q1161474) (← links)
- Equilibrium exit in stochastically declining industries (Q1191822) (← links)
- Optimal on-line detection of outside observations (Q1194008) (← links)
- Control and stopping of a diffusion process on an interval (Q1296591) (← links)
- Two armed bandits with change point in one arm (Q1299072) (← links)
- The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem (Q1304617) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Exit strategies and price uncertainty: A Greenian approach (Q1381021) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)