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Optimal double stopping time problemKOBYLANSKI, Magdalena; QUENEZ, Marie-Claire; ROUY-MIRONESCU, Elisabeth et al.Comptes rendus. Mathématique. 2010, Vol 348, Num 1-2, pp 65-69, issn 1631-073X, 5 p.Article

OPTIMAL TIME TO EXCHANGE TWO BASKETSNISHIDE, Katsumasa; ROGERS, L. C. G.Journal of applied probability. 2011, Vol 48, Num 1, pp 21-30, issn 0021-9002, 10 p.Article

A generalized Gittins index for a Markov chain and its recursive calculationSONIN, Isaac M.Statistics & probability letters. 2008, Vol 78, Num 12, pp 1526-1533, issn 0167-7152, 8 p.Article

ENTRY AND EXIT DECISION PROBLEM WITH IMPLEMENTATION DELAYCOSTENIUC, Marius; SCHNETZER, Michaela; TASCHINI, Luca et al.Journal of applied probability. 2008, Vol 45, Num 4, pp 1039-1059, issn 0021-9002, 21 p.Article

ODDS THEOREM WITH MULTIPLE SELECTION CHANCESANO, Katsunori; KAKINUMA, Hideo; MIYOSHI, Naoto et al.Journal of applied probability. 2010, Vol 47, Num 4, pp 1093-1104, issn 0021-9002, 12 p.Article

OPTIMAL CHOICE OF THE BEST AVAILABLE APPLICANT IN FULL-INFORMATION MODELSTAMAKI, Mitsushi.Journal of applied probability. 2009, Vol 46, Num 4, pp 1086-1099, issn 0021-9002, 14 p.Article

OPTIMAL LIQUIDATION OF A CALL SPREADEKSTRÖM, Erik; LINDBERG, Carl; TYSK, Johan et al.Journal of applied probability. 2010, Vol 47, Num 2, pp 586-593, issn 0021-9002, 8 p.Article

Optimal stopping rules for correlated random walks with a discountALLAART, Pieter.Journal of applied probability. 2004, Vol 41, Num 2, pp 483-496, issn 0021-9002, 14 p.Article

Continuity Properties of Optimal Multiple Stopping ValueTANAKA, Teruo.Stochastic analysis and applications. 2010, Vol 28, Num 4, pp 602-622, issn 0736-2994, 21 p.Article

Optimal stopping on trajectories and the ballot problemTAMAKI, Mitsushi.Journal of applied probability. 2001, Vol 38, Num 4, pp 946-959, issn 0021-9002Article

FINITE HORIZON DECISION TIMING WITH PARTIALLY OBSERVABLE POISSON PROCESSESLUDKOVSKI, Michael; SEZER, Semih O.Stochastic models. 2012, Vol 28, Num 2, pp 207-247, issn 1532-6349, 41 p.Article

ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTIONPOLLAK, Moshe; TARTAKOVSKY, Alexander G.Journal of applied probability. 2011, Vol 48, Num 2, pp 589-595, issn 0021-9002, 7 p.Article

A GENERAL 'BANG-BANG' PRINCIPLE FOR PREDICTING THE MAXIMUM OF A RANDOM WALKALLAART, Pieter.Journal of applied probability. 2010, Vol 47, Num 4, pp 1072-1083, issn 0021-9002, 12 p.Article

OPTIMAL STOPPING OF A BROWNIAN BRIDGEEKSTRÖM, Erik; WANNTORP, Henrik.Journal of applied probability. 2009, Vol 46, Num 1, pp 170-180, issn 0021-9002, 11 p.Article

Optimal stopping with irregular reward functionsLAMBERTON, Damien.Stochastic processes and their applications. 2009, Vol 119, Num 10, pp 3253-3284, issn 0304-4149, 32 p.Article

COMPARATIVE STATICS, INFORMATIVENESS, AND THE INTERVAL DOMINANCE ORDERQUAH, John K.-H; STRULOVICI, Bruno.Econometrica. 2009, Vol 77, Num 6, pp 1949-1992, issn 0012-9682, 44 p.Article

A variational inequality sufficient condition for optimal stopping with application to an optimal stock selling problemRISHEL, Raymond; HELMES, Kurt.SIAM journal on control and optimization. 2007, Vol 45, Num 2, pp 580-598, issn 0363-0129, 19 p.Article

A stochastic representation theorem with applications to optimization and obstacle problemsBANK, Peter; EL KAROUI, Nicole.Annals of probability. 2004, Vol 32, Num 1B, pp 1030-1067, issn 0091-1798, 38 p.Article

Stopping the maximum of a correlated random walk, with cost for observationALLAART, Pieter.Journal of applied probability. 2004, Vol 41, Num 4, pp 998-1007, issn 0021-9002, 10 p.Article

Hotelling's T2 Method in Multivariate On-Line Surveillance: On the Delay of an AlarmANDERSSON, E.Communications in statistics. Theory and methods. 2009, Vol 38, Num 16-17, pp 2625-2633, issn 0361-0926, 9 p.Article

Optimal stopping for non-linear expectations—Part IBAYRAKTAR, Erhan; SONG YAO.Stochastic processes and their applications. 2011, Vol 121, Num 2, pp 185-211, issn 0304-4149, 27 p.Article

Stopping of functionals with discontinuity at the boundary of an open setPALCZEWSKI, Jan; STETTNER, Lukasz.Stochastic processes and their applications. 2011, Vol 121, Num 10, pp 2361-2392, issn 0304-4149, 32 p.Article

A PROOF OF THE SMOOTHNESS OF THE FINITE TIME HORIZON AMERICAN PUT OPTION FOR JUMP DIFFUSIONSBAYRAKTAR, Erhan.SIAM journal on control and optimization. 2010, Vol 48, Num 2, pp 551-572, issn 0363-0129, 22 p.Article

OPTIMAL SEQUENTIAL PROCEDURES WITH BAYES DECISION RULESNOVIKOV, Andrey.Kybernetika. 2010, Vol 46, Num 4, pp 754-770, issn 0023-5954, 17 p.Article

OPTIMAL SEQUENTIAL MULTIPLE HYPOTHESIS TESTSNOVIKOV, Andrey.Kybernetika. 2009, Vol 45, Num 2, pp 309-330, issn 0023-5954, 22 p.Article

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