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La ricerca find articoli where soggetti phrase all words 'optimal stopping' sort by level,fasc_key/DESCEND, pagina_ini_num/ASCEND ha restituito 118 riferimenti
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    1. Alvarez, LHR
      Solving optimal stopping problems of linear diffusions by applying convolution approximations

      MATHEMATICAL METHODS OF OPERATIONS RESEARCH
    2. Marcozzi, MD
      On the approximation of optimal stopping problems with application to financial mathematics

      SIAM JOURNAL ON SCIENTIFIC COMPUTING
    3. Hongler, MO; Dusonchet, F
      Optimal stopping and Gittins' indices for piecewise deterministic evolution processes

      DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS
    4. Yoshida, Y
      A zero-sum stopping game in a continuous-time dynamic fuzzy system

      MATHEMATICAL AND COMPUTER MODELLING
    5. Yoshida, Y
      Multicriteria optimal stopping of a fuzzy and stochastic system

      MATHEMATICAL AND COMPUTER MODELLING
    6. Ajtai, M; Megiddo, N; Waarts, O
      Improved algorithms and analysis for secretary problems and generalizations

      SIAM JOURNAL ON DISCRETE MATHEMATICS
    7. Alvarez, LHR
      Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems

      SIAM JOURNAL ON CONTROL AND OPTIMIZATION
    8. Chun, YH
      Optimal partitioning of groups in selecting the best choice

      COMPUTERS & OPERATIONS RESEARCH
    9. Jourdain, B; Martini, C
      American prices embedded in European prices

      ANNALES DE L INSTITUT HENRI POINCARE-ANALYSE NON LINEAIRE
    10. Tahvonen, O; Salo, S; Kuuluvainen, J
      Optimal forest rotation and land values under a borrowing constraint

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    11. Dolcetta, IC; Ferretti, R
      Optimal stopping time formulation of adaptive image filtering

      APPLIED MATHEMATICS AND OPTIMIZATION
    12. Guo, X; Shepp, L
      Some optimal stopping problems with nontrivial boundaries for pricing exotic options

      JOURNAL OF APPLIED PROBABILITY
    13. Muller, A; Ruschendorf, L
      On the optimal stopping values induced by general dependence structures

      JOURNAL OF APPLIED PROBABILITY
    14. Guo, X
      An explicit solution to an optimal stopping problem with regime switching

      JOURNAL OF APPLIED PROBABILITY
    15. Paulsen, V
      Bounds for the American perpetual put on a stock index

      JOURNAL OF APPLIED PROBABILITY
    16. Irle, A; Kubillus, O; Paulsen, V
      An asymptotic expansion for the optimal stopping boundary in problems withnon-linear costs of observation

      JOURNAL OF APPLIED PROBABILITY
    17. Potzelberger, K; Wang, LQ
      Boundary crossing probability for Brownian motion

      JOURNAL OF APPLIED PROBABILITY
    18. Jiang, XY; Makis, V; Jardine, AKS
      Optimal repair/replacement policy for a general repair model

      ADVANCES IN APPLIED PROBABILITY
    19. Cadenillas, A
      Consumption-investment problems with transaction costs: Survey and open problems

      MATHEMATICAL METHODS OF OPERATIONS RESEARCH
    20. Hsiau, SR; Yang, JR
      A natural variation of the standard secretary problem

      STATISTICA SINICA
    21. Seale, DA; Rapoport, A
      Optimal stopping behavior with relative ranks: The secretary problem with unknown population size

      JOURNAL OF BEHAVIORAL DECISION MAKING
    22. Makis, V; Jiang, X; Cheng, K
      Optimal preventive replacement under minimal repair and random repair cost

      MATHEMATICS OF OPERATIONS RESEARCH
    23. Karatzas, I; Wang, H
      Utility maximization with discretionary stopping

      SIAM JOURNAL ON CONTROL AND OPTIMIZATION
    24. Kuhne, R; Ruschendorf, L
      Approximation of optimal stopping problems

      STOCHASTIC PROCESSES AND THEIR APPLICATIONS
    25. Batabyal, AA
      Habitat conversion, information acquisition, and the conservation of biodiversity

      JOURNAL OF ENVIRONMENTAL MANAGEMENT
    26. Karatzas, I; Wang, H
      A barrier option of American type

      APPLIED MATHEMATICS AND OPTIMIZATION
    27. Bruss, FT
      Sum the odds to one and stop

      ANNALS OF PROBABILITY
    28. Peskir, G; Shiryaev, AN
      Sequential testing problems for Poisson processes

      ANNALS OF STATISTICS
    29. Pedersen, JL
      Best bounds in Doob's maximal inequality for Bessel processes

      JOURNAL OF MULTIVARIATE ANALYSIS
    30. Yoshida, Y; Yasuda, M; Nakagami, J; Kurano, M
      Optimal stopping problems in a stochastic and fuzzy system

      JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
    31. Pedersen, JL
      Discounted optimal stopping problems for the maximum process

      JOURNAL OF APPLIED PROBABILITY
    32. Assaf, D; Samuel-Cahn, E
      Simple ratio prophet inequalities for a mortal with multiple choices

      JOURNAL OF APPLIED PROBABILITY
    33. Lamberton, D; Rogers, LCG
      Optimal stopping and embedding

      JOURNAL OF APPLIED PROBABILITY
    34. Assaf, D; Goldstein, L; Samuel-Cahn, E
      An unexpected connection between branching processes and optimal stopping

      JOURNAL OF APPLIED PROBABILITY
    35. Bruss, FT; Paindaveine, D
      Selecting a sequence of last successes in independent trials

      JOURNAL OF APPLIED PROBABILITY
    36. Duckworth, JK; Zervos, M
      An investment model with entry and exit decisions

      JOURNAL OF APPLIED PROBABILITY
    37. Kuhne, R; Ruschendorf, L
      Optimal stopping with discount and observation costs

      JOURNAL OF APPLIED PROBABILITY
    38. Levesque, M
      Effects of funding and its return on product quality in new ventures

      IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT
    39. Feng, Y; Xiao, B
      Revenue management with two market segments and reserved capacity for priority customers

      ADVANCES IN APPLIED PROBABILITY
    40. Karatzas, I; Sudderth, WD
      Control and stopping of a diffusion process on an interval

      ANNALS OF APPLIED PROBABILITY
    41. Nordstrom, K
      The life and work of Gustav Elfving

      STATISTICAL SCIENCE
    42. Peskir, G
      Designing options given the risk: the optimal Skorokhod-embedding problem

      STOCHASTIC PROCESSES AND THEIR APPLICATIONS
    43. Paulsen, V
      A martingale approach for detecting the drift of a Wiener process

      STOCHASTIC PROCESSES AND THEIR APPLICATIONS
    44. Bosworth, D; Jobome, G
      The measurement and management of risk in R&D and innovation

      INTERNATIONAL JOURNAL OF TECHNOLOGY MANAGEMENT
    45. Touzi, N
      American options exercise boundary when the volatility changes randomly

      APPLIED MATHEMATICS AND OPTIMIZATION
    46. Tsitsiklis, JN; Van Roy, B
      Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives

      IEEE TRANSACTIONS ON AUTOMATIC CONTROL
    47. Stallard, N; Thall, PF; Whitehead, J
      Decision theoretic designs for phase II clinical trials with multiple outcomes

      BIOMETRICS
    48. LAMBERTON D
      ERROR-ESTIMATES FOR THE BINOMIAL APPROXIMATION OF AMERICAN PUT OPTIONS

      The Annals of applied probability
    49. GRAVERSEN SE; PESKIR G
      MAXIMAL INEQUALITIES FOR BESSEL PROCESSES

      JOURNAL OF INEQUALITIES AND APPLICATIONS
    50. XEPAPADEAS A
      POLICY ADOPTION RULES AND GLOBAL WARMING - THEORETICAL AND EMPIRICAL CONSIDERATIONS

      Environmental & resource economics
    51. CHEN RW; ZAME A; ODLYZKO AM; SHEPP LA
      AN OPTIMAL ACCEPTANCE POLICY FOR AN URN SCHEME

      SIAM journal on discrete mathematics
    52. GRAVERSEN SE; PESKIR G
      OPTIMAL STOPPING AND MAXIMAL INEQUALITIES FOR LINEAR DIFFUSIONS

      Journal of theoretical probability
    53. BERGEMANN D; HEGE U
      VENTURE CAPITAL FINANCING, MORAL HAZARD, AND LEARNING

      Journal of banking & finance
    54. KNUDSEN TS; MEISTER B; ZERVOS M
      VALUATION OF INVESTMENTS IN REAL ASSETS WITH IMPLICATIONS FOR THE STOCK-PRICES

      SIAM journal on control and optimization (Print)
    55. BOETIUS F; KOHLMANN M
      CONNECTIONS BETWEEN OPTIMAL STOPPING AND SINGULAR STOCHASTIC-CONTROL

      Stochastic processes and their applications
    56. ALVAREZ LHR
      EXIT STRATEGIES AND PRICE UNCERTAINTY - A GREENIAN APPROACH

      Journal of mathematical economics
    57. BATABYAL AA
      AN OPTIMAL STOPPING APPROACH TO THE CONSERVATION OF BIODIVERSITY

      Ecological modelling
    58. YOSHIDA Y
      DUALITY IN DYNAMIC FUZZY-SYSTEMS

      Fuzzy sets and systems
    59. Peskir, G
      Optimal stopping of the maximum process: The maximality principle

      ANNALS OF PROBABILITY
    60. Poor, HV
      Quickest detection with exponential penalty for delay

      ANNALS OF STATISTICS
    61. Assaf, D; Goldstein, L; Samuel-Cahn, E
      A statistical version of prophet inequalities

      ANNALS OF STATISTICS
    62. PESKIR G
      OPTIMAL STOPPING INEQUALITIES FOR THE INTEGRAL OF BROWNIAN PATHS

      Journal of mathematical analysis and applications
    63. GOUWELEEUW JM
      A MINIMAX OPTIMAL STOP RULE IN RELIABILITY CHECKING

      Journal of Applied Probability
    64. SCHOTTL A
      OPTIMAL STOPPING OF A RISK RESERVE PROCESS WITH INTEREST AND COST RATES

      Journal of Applied Probability
    65. ROTERS M
      OPTIMAL STOPPING IN A DICE GAME

      Journal of Applied Probability
    66. Graversen, SE; Peskir, G
      Optimal stopping and maximal inequalities for geometric Brownian motion

      JOURNAL OF APPLIED PROBABILITY
    67. Jiang, XY; Cheng, K; Makis, V
      On the optimality of repair-cost-limit policies

      JOURNAL OF APPLIED PROBABILITY
    68. KAILATH T; POOR HV
      DETECTION OF STOCHASTIC-PROCESSES

      IEEE transactions on information theory
    69. MOUSTAKIDES GV
      QUICKEST DETECTION OF ABRUPT CHANGES FOR A CLASS OF RANDOM-PROCESSES

      IEEE transactions on information theory
    70. STALLARD N
      SAMPLE-SIZE DETERMINATION FOR PHASE-II CLINICAL-TRIALS BASED ON BAYESIAN DECISION-THEORY

      Biometrics
    71. KUHN Z; ROSLER U
      A GENERALIZATION OF LYAPUNOVS CONVEXITY THEOREM WITH APPLICATIONS IN OPTIMAL STOPPING

      Proceedings of the American Mathematical Society
    72. YOSHIDA Y
      THE OPTIMAL STOPPED FUZZY REWARDS IN SOME CONTINUOUS-TIME DYNAMIC FUZZY-SYSTEMS

      Mathematical and computer modelling
    73. CHUN YH; MOSKOWITZ H; PLANTE RD
      SINGLE THRESHOLD SELECTION STRATEGY FN THE GROUP INTERVIEW PROBLEM

      INFOR. Information systems and operational research
    74. GRAVERSEN SE; PESKIR G
      ON DOOBS MAXIMAL INEQUALITY FOR BROWNIAN-MOTION

      Stochastic processes and their applications
    75. PHAM H
      OPTIMAL STOPPING, FREE-BOUNDARY, AND AMERICAN OPTION IN A JUMP-DIFFUSION MODEL

      Applied mathematics & optimization
    76. KENNEDY DP; KERTZ RP
      A PROPHET INEQUALITY FOR INDEPENDENT RANDOM-VARIABLES WITH FINITE VARIANCES

      Journal of Applied Probability
    77. BRUSS FT; FERGUSON TS
      MULTIPLE BUYING OR SELLING WITH VECTOR OFFERS

      Journal of Applied Probability
    78. GRAVERSEN SE; PESKIR G
      ON WALD-TYPE OPTICAL STOPPING FOR BROWNIAN-MOTION

      Journal of Applied Probability
    79. COSTANTINI C; SPIZZICHINO F
      EXPLICIT SOLUTION OF AN OPTIMAL STOPPING PROBLEM - THE BURN-IN OF CONDITIONALLY EXPONENTIAL COMPONENTS

      Journal of Applied Probability
    80. CHI TL; LIU J; CHEN H
      OPTIMAL STOPPING RULE FOR A PROJECT WITH UNCERTAIN COMPLETION-TIME AND PARTIAL SALVAGEABILITY

      IEEE transactions on engineering management
    81. PROVENCHER B
      STRUCTURAL VERSUS REDUCED-FORM ESTIMATION OF OPTIMAL STOPPING PROBLEMS

      American journal of agricultural economics
    82. ALVAREZ LHR
      DEMAND UNCERTAINTY AND THE VALUE OF SUPPLY OPPORTUNITIES

      Journal of economics
    83. YOSHIDA Y
      AN OPTIMAL STOPPING PROBLEM IN DYNAMIC FUZZY-SYSTEMS WITH FUZZY REWARDS

      Computers & mathematics with applications
    84. CHATTOPADHYAY M
      A NOTE ON DIRICHLET ONE-ARMED BANDITS

      Statistics
    85. GERBER HU; SHIU ESW
      ACTUARIAL BRIDGES TO DYNAMIC HEDGING AND OPTION PRICING

      Insurance. Mathematics & economics
    86. PFENING A; GARG S; PULIAFITO A; TELEK M; TRIVEDI KS
      OPTIMAL SOFTWARE REJUVENATION FOR TOLERATING SOFT FAILURES

      Performance evaluation
    87. CVITANIC J; KARATZAS I
      BACKWARD STOCHASTIC DIFFERENTIAL-EQUATIONS WITH REFLECTION AND DYNKINGAMES

      Annals of probability
    88. FAKHREZAKERI I; SLUD E
      OPTIMAL STOPPING OF SEQUENTIAL SIZE-DEPENDENT SEARCH

      Annals of statistics
    89. FEINBERG FM; HUBER J
      A THEORY OF CUTOFF FORMATION UNDER IMPERFECT INFORMATION

      Management science
    90. QUINE MP; LAW JS
      EXACT RESULTS FOR A SECRETARY PROBLEM

      Journal of Applied Probability
    91. WITTMANN R
      SUPERPROPHET INEQUALITIES FOR INDEPENDENT RANDOM-VARIABLES

      Journal of Applied Probability
    92. YASUDA M
      EXPLICIT OPTIMAL VALUE FOR DYNKINS STOPPING GAME

      Mathematical and computer modelling
    93. BENKHEROUF L
      OPTIMAL DRILLING STRATEGIES FOR OIL-EXPLORATION WITH A GENERALIZED ACTION SPACE

      Arabian journal for science and engineering
    94. SZAJOWSKI K
      OPTIMAL STOPPING OF A DISCRETE MARKOV PROCESS BY 2 DECISION-MAKERS

      SIAM journal on control and optimization
    95. SAMUELCHAN E
      THE BEST-CHOICE SECRETARY PROBLEM WITH RANDOM FREEZE ON JOBS

      Stochastic processes and their applications
    96. VANDERBEI RJ
      A PROBABILISTIC FORMULA FOR THE CONCAVE HULL OF A FUNCTION

      Annals of probability
    97. VEERAVALLI VV; BASAR T; POOR HV
      DECENTRALIZED SEQUENTIAL DETECTION WITH SENSORS PERFORMING SEQUENTIAL-TESTS

      MCSS. Mathematics of control, signals and systems
    98. CHUN YH; MOSKOWITZ H; PLANTE RD
      DYNAMIC-PROGRAMMING FORMULATION OF THE GROUP INTERVIEW PROBLEM WITH AGENERAL UTILITY FUNCTION

      European journal of operational research
    99. BENKHEROUF L
      A GENERALIZED OIL-EXPLORATION PROBLEM

      European journal of operational research
    100. ANDERSON RF
      DISCOUNTED REPLACEMENT, MAINTENANCE, AND REPAIR PROBLEMS IN RELIABILITY

      Mathematics of operations research


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Documento generato il 07/06/20 alle ore 12:55:24