The following pages link to (Q5641856):
Displaying 50 items.
- Construction of Nash equilibrium based on multiple stopping problem in multi-person game (Q261537) (← links)
- Multi-attribute sequential decision problem with optimizing and satisficing attributes (Q319056) (← links)
- On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
- Construction of Nash equilibrium in a game version of Elfving's multiple stopping problem (Q367436) (← links)
- The best choice problem under ambiguity (Q372378) (← links)
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions (Q453720) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← 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)
- An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Optimal stopping for extremal processes (Q595267) (← links)
- A multiobjective fuzzy stopping in a stochastic and fuzzy environment (Q597378) (← links)
- The generality of the zero-one laws (Q645528) (← links)
- On approximative solutions of multistopping problems (Q655588) (← links)
- House-selling problem with reward rate criteria and changing costs (Q733951) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Der diskontierte einarmige Bandit (Q754583) (← links)
- Prophet region for independent random variables with a discount factor (Q756263) (← links)
- Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions (Q756264) (← links)
- Hyperamarts: Conditions for regularity of continuous parameter processes (Q788392) (← links)
- On a generalized disorder problem (Q800035) (← links)
- Convergence of classes of subpramarts and games which become better with time (Q805062) (← links)
- Extremal distributions for the prophet region in the independent case (Q811427) (← links)
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation (Q841005) (← links)
- No-information secretary problems with cardinal payoffs and Poisson arrivals (Q844877) (← links)
- Migration under uncertainty about quality of locations (Q916554) (← links)
- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation (Q951206) (← links)
- Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
- The optional sampling theorem for submartingales in the sequentially planned context (Q997257) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- A version of the Elfving problem with random starting time (Q1038441) (← links)
- On the expectation of the maximum for sums of independent random variables (Q1068448) (← links)
- Sequential estimation of the location parameter of a uniform distribution based on censored samples of type II (Q1072317) (← links)
- Prophet regions and sharp inequalities for pth absolute moments of martingales (Q1077068) (← links)
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality (Q1079869) (← links)
- On a randomized strategy in Neveu's stopping problem (Q1081199) (← links)
- Prophet inequalities for averages of independent non-negative random variables (Q1083121) (← links)
- Asymptotic optimality in sequential interval estimation (Q1085930) (← links)
- On a class of best-choice problems (Q1087455) (← links)
- The full-information best choice problem with a random number of observations (Q1091672) (← links)
- Invariant record processes and applications to best choice modelling (Q1116180) (← links)
- On Bayes' test for the population mean of bounded observations (Q1117653) (← links)
- On a class of omnibus algorithms for zero-finding (Q1118978) (← links)
- The tree-cutting problem in a stochastic environment: The case of age- dependent growth (Q1119155) (← links)
- Optimally stopping the sample mean of a Wiener process with an unknown drift (Q1122217) (← links)
- Two-stage approach to Bayes sequential estimation in the exponential distribution (Q1124993) (← links)
- Asymptotically optimal stopping rules in the presence of unknown parameters (Q1129454) (← links)
- Optimal cooperative stopping rules for maximization of the product of the expected stopped values (Q1130344) (← links)
