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Results 1 to 25 of 374

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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 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

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 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

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

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

Reward functionals, salvage values, and optimal stoppingALVAREZ, Luis H. R.Mathematical methods of operations research (Heidelberg). 2001, Vol 54, Num 2, pp 315-337, issn 1432-2994Article

Optimal stopping of a risk reserve process with interest and cost ratesSCHÖTTL, A.Journal of applied probability. 1998, Vol 35, Num 1, pp 115-123, issn 0021-9002Article

A theory of cutoff formation under imperfect informationFEINBERG, F. M; HUBER, J.Management science. 1996, Vol 42, Num 1, pp 65-84, issn 0025-1909Article

An optimal procedure for testing hypotheses on cadlag processesKOELL, C.Sequential analysis. 1994, Vol 13, Num 3, pp 221-236, issn 0747-4946Article

Discounted replacement, maintenance, and repair problems in reliabilityANDERSON, R. F.Mathematics of operations research. 1994, Vol 19, Num 4, pp 909-945, issn 0364-765XArticle

Optimal selection of the four best of a sequenceLEHTINEN, A.ZOR. Zeitschrift für Operations-Research. 1993, Vol 38, Num 3, pp 309-315, issn 0340-9422Article

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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