Pages that link to "Item:Q5814269"

The following pages link to Applications of Martingale System Theorems (Q5814269):

Displaying 39 items.

• Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
• Generalized sequential procedures (Q1140923) (← links)
• Stopping rules and tactics for processes indexed by a directed set (Q1152637) (← links)
• An optimal stopping problem with linear reward (Q1214213) (← links)
• Risk aversion, impatience, and optimal timing decisions (Q1220865) (← links)
• Multi-armed bandits in discrete and continuous time (Q1296724) (← links)
• Discrete multiarmed bandits and multiparameter processes (Q1317211) (← links)
• Herbert Robbins and sequential analysis (Q1429307) (← links)
• An optimal stopping problem with a reward constraint (Q1761452) (← links)
• Optimal oil production and the world supply of oil (Q1994257) (← links)
• Optimal stopping time on discounted semi-Markov processes (Q2048164) (← links)
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
• Optimal stopping problems with restricted stopping times (Q2358495) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
• Convergence of Martingales with a Directed Index Set (Q3253181) (← links)
• Optimal stopping and supermartingales over partially ordered sets (Q3889855) (← links)
• (Q3949795) (← links)
• Countably additive gambling and optimal stopping (Q4119896) (← links)
• Optimal stopping and almost sure convergence of random sequences (Q4188516) (← links)
• THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
• On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
• A General Theory of MultiArmed Bandit Processes with Constrained Arm Switches (Q5020738) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
• Convergence theorems of martingales (Q5332905) (← links)
• MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT (Q5358026) (← links)
• Martingales et dérivation (Q5524050) (← links)
• On optimal stopping rules (Q5543181) (← links)
• Bayesl�sungen bei mehrstufigen Tests (Q5603680) (← links)
• Continuous parameter optimal stopping problems (Q5610792) (← links)
• Continuous parameter optimal stopping problems (Q5618136) (← links)
• Th�orie des processus stochastiques g�n�raux applications aux surmartingales (Q5646185) (← links)
• Semimartingales and Subharmonic Functions (Q5832411) (← links)
• Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
• Optimal activation of halting multi‐armed bandit models (Q6057028) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Lévy bandits under Poissonian decision times (Q6630464) (← links)