The following pages link to Optimal Stopping Rules (Q5423976):
Displaying 47 items.
- Maximal distance travelled by \(N\) vicious walkers till their survival (Q478429) (← links)
- A generalization of Fatou's lemma for extended real-valued functions on \(\sigma\)-finite measure spaces: with an application to infinite-horizon optimization in discrete time (Q506877) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- On a multi-channel change-point problem (Q734532) (← links)
- Hiding a drift (Q971947) (← links)
- \(\pi \) options (Q981010) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Bottleneck options (Q2255011) (← links)
- A delay-resilient and quality-aware mechanism over incomplete contextual data streams (Q2279534) (← links)
- Bubbles in assets with finite life (Q2312401) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Detection of slightly expressed changes in random environment (Q2437989) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- Sequential selections with minimization of failure (Q2677694) (← links)
- Bounded memory in a changing world: biases in behaviour and belief (Q2682009) (← links)
- Stochastic Models of Evidence Accumulation in Changing Environments (Q2805268) (← links)
- Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
- (Q2925640) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- (Q3604327) (← links)
- Quickest detection of a state-dependent change-point in discrete time (Q4603863) (← links)
- On multiple change-point estimation for Poisson process (Q4639111) (← links)
- Quickest detection of an accumulated state-dependent change point (Q4964402) (← links)
- Quickest Detection with Discretely Controlled Observations (Q4982004) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
- Disorder detection with costly observations (Q5086994) (← links)
- Optimal Learning Under Robustness and Time-Consistency (Q5095142) (← links)
- Dynamic Matching for Real-Time Ride Sharing (Q5119412) (← links)
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378) (← links)
- The Methods of Sequential Analysis of Bayesian Type for the Multiple Testing Problem (Q5413550) (← links)
- Distribution‐constrained optimal stopping (Q5743126) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- Stochastic mesh method for optimal stopping problems (Q5919085) (← links)
- Stochastic mesh method for optimal stopping problems (Q5925150) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Exactly optimal Bayesian quickest change detection for hidden Markov models (Q6073031) (← links)
- Delegation of information acquisition, information asymmetry, and outside option (Q6077280) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
- Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)
- Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis (Q6186406) (← links)