A note on Bruss' stopping problem with random availability

BOOK CHAPTER published 2000 in Institute of Mathematical Statistics Lecture Notes - Monograph Series

Authors: Katsunori Ano | Masakazu Ando

Optimal stopping

BOOK CHAPTER published 6 October 2011 in Stochastic Processes

An Optimal Stopping Problem with Two Decision Makers

JOURNAL ARTICLE published 25 October 2007 in Sequential Analysis

Authors: Saoussen Krichen | Fouad Ben Abdelaziz

Optimal stopping time of compact genetic algorithm on deceptive problem using real options analysis

PROCEEDINGS ARTICLE published September 2007 in 2007 IEEE Congress on Evolutionary Computation

Authors: Sunisa Rimcharoen | Daricha Sutivong | Prabhas Chongstitvatana

A Markov-modulated stochastic control problem with optimal multiple stopping with application to finance

PROCEEDINGS ARTICLE published December 2010 in 49th IEEE Conference on Decision and Control (CDC)

Authors: Tim Siu-Tang Leung

Optimal stopping investment in a logarithmic utility-based portfolio selection problem

JOURNAL ARTICLE published December 2017 in Financial Innovation

Research funded by Hong Kong RGC (519913 and 15224215) | National Natural Science Foundation of China (11571124)

Authors: Xun Li | Xianping Wu | Wenxin Zhou

Optimal stopping on trajectories and the ballot problem

JOURNAL ARTICLE published December 2001 in Journal of Applied Probability

Authors: Mitsushi Tamaki

Statistical inference for a finite optimal stopping problem with unknown transition probabilities

JOURNAL ARTICLE published June 2003 in Test

Authors: Tomás Prieto Rumeau

Optimal stopping problem with recall cost

JOURNAL ARTICLE published September 1999 in European Journal of Operational Research

Authors: Byung-Kook Kang

Optimal stopping problem with finite-period reservation

JOURNAL ARTICLE published November 1999 in European Journal of Operational Research

Authors: Tsuyoshi Saito

On an Approximation Order of the Optimal Stopping Problem for 𝑛-Dimensional Diffusion Processes

JOURNAL ARTICLE published December 2005 in gmj

Authors: Giorgi Lominashvili

Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Lubomír Klimeš | Pavel Popela | Tomáš Mauder | Josef Štětina | Pavel Charvát

On a constrained optimal stopping problem

JOURNAL ARTICLE published September 1982 in Journal of Applied Probability

Authors: D. P. Kennedy

An optimal stopping problem for software rejuvenation in a job processing system

PROCEEDINGS ARTICLE published November 2015 in 2015 IEEE International Symposium on Software Reliability Engineering Workshops (ISSREW)

Authors: Fumio Machida | Naoto Miyoshi

On an optimal stopping problem and a variational inequality

JOURNAL ARTICLE published 1 April 1978 in Journal of the Mathematical Society of Japan

Authors: Hideo NAGAI

Functional iterations and stopping times for Brownian motion on the Sierpiński gasket

JOURNAL ARTICLE published December 1997 in Mathematika

Authors: Peter J. Grabner

Determining the optimal geometry of planar antenna arrays for joint estimating the coordinates of two signal sources on azimuth

PROCEEDINGS ARTICLE published 3 October 2022 in 2022 International Conference on Information, Control, and Communication Technologies (ICCT)

Authors: Ilia Peshkov | Natalia Fortunova | Irina Zaitseva

Primal Approximation Methods for Optimal Stopping

BOOK CHAPTER published 2018 in Advanced Simulation-Based Methods for Optimal Stopping and Control

Authors: Denis Belomestny | John Schoenmakers

A free boundary problem connected with the optimal stopping problem for diffusion processes

JOURNAL ARTICLE published 1973 in Transactions of the American Mathematical Society

Authors: Daniel B. Kotlow

Optimal stopping with advanced information flow: selected examples

PROCEEDINGS ARTICLE published 2008 in Banach Center Publications

Authors: Yaozhong Hu | Bernt Øksendal