About stability of risk-seeking optimal stopping

JOURNAL ARTICLE published 21 July 2014 in Kybernetika

Authors: Raúl Montes-de-Oca | Elena Zaitseva

Note on stability estimation in average Markov control processes

JOURNAL ARTICLE published 24 October 2015 in Kybernetika

Authors: Jaime Martínez Sánchez | Elena Zaitseva

Optimal control problem and maximum principle for fractional order cooperative systems

JOURNAL ARTICLE published 24 June 2019 in Kybernetika

Authors: G. M. Bahaa

Stochastic Optimal Stopping: Problem Formulations

BOOK CHAPTER published 2008 in Encyclopedia of Optimization

Authors: Farid Ait Sahlia

CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

JOURNAL ARTICLE published July 2014 in Probability in the Engineering and Informational Sciences

Authors: Evgueni Gordienko | Andrey Novikov

Stochastic Optimal Stopping: Problem Formulations

REFERENCE ENTRY published in SpringerReference

A new algorithm for optimal solution of fixed charge transportation problem

JOURNAL ARTICLE published 10 March 2023 in Kybernetika

Authors: Nermin Kartli | Erkan Bostanci | Mehmet Serdar Guzel

Double Optimal Stopping in the Fishing Problem

JOURNAL ARTICLE published June 2009 in Journal of Applied Probability

Authors: Anna Karpowicz

Double Optimal Stopping in the Fishing Problem

JOURNAL ARTICLE published June 2009 in Journal of Applied Probability

Authors: Anna Karpowicz

Bayesian stopping rule in discrete parameter space with multiple local maxima

JOURNAL ARTICLE published 4 March 2019 in Kybernetika

Authors: Miroslav Kárný

Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the Cross-Entropy method

PROCEEDINGS ARTICLE published May 2009 in 2009 IEEE Congress on Evolutionary Computation

Authors: T. V. Polushina

On Wald Optimal Stopping Problem for Geometric Brownian Motions

JOURNAL ARTICLE published 4 November 2008 in Sequential Analysis

Authors: Cloud Makasu

Improving the Neighborhood Selection Strategy in Simulated Annealing Using the Optimal Stopping Problem

BOOK CHAPTER published 1 September 2008 in Simulated Annealing

Authors: Saed Alizamir | Steffen Rebennack | Panos M.

Bi-personal stochastic transient Markov games with stopping times and total reward criterion

JOURNAL ARTICLE published 5 March 2021 in Kybernetika

Authors: Martínez-Cortés Victor Manuel

Risk-sensitive Markov stopping games with an absorbing state

JOURNAL ARTICLE published 7 April 2022 in Kybernetika

Authors: Jaicer López-Rivero | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

Denumerable Markov stopping games with risk-sensitive total reward criterion

JOURNAL ARTICLE published 8 April 2024 in Kybernetika

Authors: Manuel A. Torres-Gomar | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

On a problem of optimal stopping in mathematical finance

JOURNAL ARTICLE published August 2008 in Journal of Interdisciplinary Mathematics

Authors: Cloud Makasu

Markov stopping games with an absorbing state and total reward criterion

JOURNAL ARTICLE published 2 August 2021 in Kybernetika

Authors: Rolando Cavazos-Cadena | Luis Rodríguez-Gutiérrez | Dulce María Sánchez-Guillermo

20. An Optimal Stopping Problem

BOOK CHAPTER published in Digital Dice

Estimating the conditional expectations for continuous time stationary processes

JOURNAL ARTICLE published 13 June 2020 in Kybernetika

Authors: Gusztáv Morvai | Benjamin Weiss