Pages that link to "Item:Q5566906"

The following pages link to Explicit Solutions to Some Problems of Optimal Stopping (Q5566906):

Displaying 27 items.

• Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
• Existence and explicit determination of optimal stopping times (Q755258) (← links)
• A note on randomized Shepp's urn scheme (Q1024498) (← links)
• Uniform integrability of continuous exponential martingales (Q1054366) (← links)
• An optimal stopping problem with finite horizon for sums of i.i.d. random variables (Q1098165) (← links)
• Optimally stopping the sample mean of a Wiener process with an unknown drift (Q1122217) (← links)
• Asymptotic inference for stochastic processes (Q1143730) (← links)
• An optimal stopping problem with linear reward (Q1214213) (← links)
• Stochastic differential equations for compounded risk reserves (Q1263913) (← links)
• Herbert Robbins and sequential analysis (Q1429307) (← links)
• The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
• Easily determining which urns are 'favorable' (Q1819512) (← links)
• On a simple optimal stopping problem (Q1846307) (← links)
• AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
• Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
• Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538) (← links)
• Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
• Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme (Q2294325) (← links)
• Optimal double stopping of a Brownian bridge (Q2786434) (← links)
• Optimal stopping for Shepp's urn with risk aversion (Q2804004) (← links)
• Duration problem on trajectories (Q3429341) (← links)
• Examples of optimal stopping via measure transformation for processes with one-sided jumps (Q3429347) (← links)
• Optimal Stopping of a Brownian Bridge (Q3621154) (← links)
• On the <i>S_n</i>/<i>n</i> problem (Q5087009) (← links)
• Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
• Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
• With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)