Randomized Optimal Stopping Times for a Class of Stopping Games

JOURNAL ARTICLE published January 2002 in Theory of Probability & Its Applications

Authors: V. K. Domansky

Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

JOURNAL ARTICLE published June 1994 in Theory of Probability & Its Applications

Authors: L. E. Dubins | L. A. Shepp | A. N. Shiryaev

Optimal Stopping Rules for Stochastic Processes with Continuous Parameter

JOURNAL ARTICLE published January 1970 in Theory of Probability & Its Applications

Authors: A. G. Fakeev

On Optimal Stopping Rules for Markov Processes with Continuous Time

JOURNAL ARTICLE published March 1975 in Theory of Probability & Its Applications

Authors: H. J. Engelbert

On the Theory of Optimal Stopping Rules for Markov Processes

JOURNAL ARTICLE published March 1974 in Theory of Probability & Its Applications

Authors: H. J. Engelbert

Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes

JOURNAL ARTICLE published January 2015 in Theory of Probability & Its Applications

Authors: V. I. Arkin

On Stefan’s Problem and Optimal Stopping Rules for Markov Processes

JOURNAL ARTICLE published January 1966 in Theory of Probability & Its Applications

Authors: B. I. Grigelionis | A. N. Shiryaev

A Variational Approach to Optimal Stopping Problems for Diffusion Processes

JOURNAL ARTICLE published January 2009 in Theory of Probability & Its Applications

Authors: V. I. Arkin | A. D. Slastnikov

Optimal Stopping Games and Nash Equilibrium

JOURNAL ARTICLE published January 2009 in Theory of Probability & Its Applications

Authors: G. Peskir

Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow

JOURNAL ARTICLE published February 2022 in Theory of Probability & Its Applications

Authors: N. Agram | S. Haadem | B. Øksendal | F. Proske

Optimal Stopping of a Markov Process

JOURNAL ARTICLE published January 1971 in Theory of Probability & Its Applications

Authors: A. G. Fakeev

Sufficient Statistics for the Optimal Stopping Problem

JOURNAL ARTICLE published January 1968 in Theory of Probability & Its Applications

Authors: E. B. Dynkin

Optimal Stopping in Games with Continuous Time

JOURNAL ARTICLE published January 1971 in Theory of Probability & Its Applications

Authors: Yu. I. Kifer

Approximate Optimal Stopping of Dependent Sequences

JOURNAL ARTICLE published January 2004 in Theory of Probability & Its Applications

Authors: R. Kühne | L. Rüschendorf

Optimal Multiple Stopping with Sum-Payoff

JOURNAL ARTICLE published January 2013 in Theory of Probability & Its Applications

Authors: A. Faller | L. Rüschendorf

On Optimal Multiple Stopping of Markov Sequences

JOURNAL ARTICLE published January 1999 in Theory of Probability & Its Applications

Authors: M. L. Nikolaev

Addendum: Sufficient Statisticss for the Optimal Stopping Problem

JOURNAL ARTICLE published January 1968 in Theory of Probability & Its Applications

Authors: E. B. Dynkin

On the Optimal Stopping of a Controlled Diffusion Process

JOURNAL ARTICLE published January 1981 in Theory of Probability & Its Applications

Authors: L. G. Mihailovskaya

Optimal Stopping of the Integral of a Wiener Process

JOURNAL ARTICLE published March 1976 in Theory of Probability & Its Applications

Authors: T. P. Miroshnichenko

On Optimal Stopping of a Wiener Process with Incomplete Data

JOURNAL ARTICLE published December 1978 in Theory of Probability & Its Applications

Authors: H. Fährmann