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Results 1 to 25 of 414

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An optimal acceptance policy for an urn schemeCHEN, R. W; ZAME, A; ODLYZKO, A. M et al.SIAM journal on discrete mathematics (Print). 1998, Vol 11, Num 2, pp 183-195, issn 0895-4801Article

Optimal choice and assignment of the best m of n randomly arriving itemsWILSON, J. G.Stochastic processes and their applications. 1991, Vol 39, Num 2, pp 325-343, issn 0304-4149Article

THE STRUCTURE OF THE OPTIMAL STOPPING RULE IN THE SN*N PROBLEMTHOMPSON ME; OWEN WL.1972; ANN. MATH. STATIST.; U.S.A.; DA. 1972; VOL. 43; NO 4; PP. 1110-1121; BIBL. 17 REF.Serial Issue

Prophet regions for independent [0,1]-valued random variables with random discountingALLAART, Pieter C.Stochastic analysis and applications. 2005, Vol 23, Num 3, pp 491-509, issn 0736-2994, 19 p.Article

A note on monotonicity in optimal multiple stopping problemsPREATER, J.Statistics & probability letters. 1993, Vol 16, Num 5, pp 407-410, issn 0167-7152Article

Constraints for a fair showcase-showdown gameLIN, Chien-Tai; SU, Debby.International journal of information and management sciences. 2000, Vol 11, Num 4, pp 61-80, issn 1017-1819Article

Optimal stopping in a burn-in modelHERBERTS, T; JENSEN, U.Communications in statistics. Stochastic models. 1999, Vol 15, Num 5, pp 931-951, issn 0882-0287Article

Duality in dynamic fuzzy systemsYOSHIDA, Y.Fuzzy sets and systems. 1998, Vol 95, Num 1, pp 53-65, issn 0165-0114Article

A minimax optimal stop rule in reliability checkingGOUWELEEUW, J. M.Journal of applied probability. 1998, Vol 35, Num 3, pp 748-761, issn 0021-9002Article

Exact results for a secretary problemQUINE, M. P; LAW, J. S.Journal of applied probability. 1996, Vol 33, Num 3, pp 630-639, issn 0021-9002Article

General optimal stopping theorems for semi-Markov processesBOSHUIZEN, F. A; GOUWELEEUW, J. M.Advances in applied probability. 1993, Vol 25, Num 4, pp 825-846, issn 0001-8678Article

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 stopping inequalities for the integral of Brownian pathsPESKIR, G.Journal of mathematical analysis and applications. 1998, Vol 222, Num 1, pp 244-254, issn 0022-247XArticle

An optimal stopping problem for random walks with non-zero driftROTERS, M.Journal of applied probability. 1995, Vol 32, Num 4, pp 956-959, issn 0021-9002Article

On value functions for impulsive control of piecewise-deterministic processesGATAREK, D.Stochastics and stochastics reports (Print). 1990, Vol 32, Num 1-2, pp 27-52, issn 1045-1129, 26 p.Article

Optimal tracking of Brownian motionASSAF, D; SHEPP, L; YI-CHING YAO et al.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 3-4, pp 233-245, issn 1045-1129Article

Optimal stopping and control of dynamic routing in networksYAVIN, Y.Mathematical and computer modelling. 1993, Vol 17, Num 3, pp 57-65, issn 0895-7177Article

A note on Yoshida's optimal stopping model for option pricingTERAN, Pedro.European journal of operational research. 2006, Vol 170, Num 2, pp 672-676, issn 0377-2217, 5 p.Article

INTERPRETATION EN TERMES DE JEU DU PROBLEME D'ARRET OPTIMALMORKVENAS R; PRAGARAUSKAS G.1972; LITOV. MAT. SBOR.; S.S.S.R.; DA. 1972; VOL. 12; NO 3; PP. 107-112; ABS. LITU. ANGL.; BIBL. 2 REF.Serial Issue

ARRET OPTIMAL DES PROCESSUS DE DIFFUSION ET INEQUATIONS VARIATIONNELLES PARABOLIQUETOBIAS T.1973; DIFFER. URAVNEN., BELORUS. S.S.R.; S.S.S.R.; DA. 1973; VOL. 9; NO 4; PP. 702-708; BIBL. 13 REF.Serial Issue

On a randomized strategy in Neven's stopping problemYASUDA, M.Stochastic processes and their applications. 1985, Vol 21, Num 1, pp 159-166, issn 0304-4149Article

On-line selection of an acceptable pairPREATER, J.Journal of applied probability. 2006, Vol 43, Num 3, pp 729-740, issn 0021-9002, 12 p.Article

Properties of American option pricesEKSTRÖM, Erik.Stochastic processes and their applications. 2004, Vol 114, Num 2, pp 265-278, issn 0304-4149, 14 p.Article

Sampling of diffusion processes for real-time estimationRABI, Maben; BARAS, John S.IEEE Conference on Decision and Control. 2004, isbn 0-7803-8682-5, Vol 4, 4163-4168Conference Paper

An application of Lemke's method to a class of Markov decision problemsMATSUBAYASHI, N; NISHINO, H.European journal of operational research. 1999, Vol 116, Num 3, pp 584-590, issn 0377-2217Article

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