The following pages link to (Q5684120):
Displayed 15 items.
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Policy structure for discrete time Markov chain disorder problems (Q1077336) (← links)
- Risk aversion, impatience, and optimal timing decisions (Q1220865) (← links)
- On stopped decision processes with discrete time parameter (Q1226042) (← links)
- Monotonicity of Bayes sequential tests for multidimensional and censored observations. (Q1299013) (← links)
- Nonparametric detection of changepoints for sequentially observed data (Q1336982) (← links)
- Explicit optimal value for Dynkin's stopping game (Q1905891) (← links)
- On the construction of the cost in the generalized optimal stopping problem for a random sequence (Q2639416) (← links)
- PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL (Q3067761) (← links)
- Probability maximizing approach to a detection problem with continuous markov processes (Q3322938) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- A probablistic analysis for an optimal screening problem (Q3598289) (← links)
- On an impulsive control of additive processes (Q3883995) (← links)
- On Minimax Duality in Optimal Stopping (Q4931852) (← links)
- Potentials of a Markov process are expected suprema (Q5429593) (← links)