The following pages link to (Q3378055):
Displaying 50 items.
- Optimal policies for production-clearing systems under continuous-review (Q1751265) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- Online algorithms for the multiple time series search problem (Q1762061) (← links)
- Threshold stopping rules for diffusion processes and Stefan's problem (Q1930852) (← links)
- Optimal stopping with random exercise lag (Q1935933) (← links)
- Burn-in for a time-transformed exponential model (Q1936295) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- On the stability the least squares Monte Carlo (Q1940435) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Optimal stopping of a killed exponentially growing process (Q2010740) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Optimal stopping time on discounted semi-Markov processes (Q2048164) (← links)
- Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
- Optimal switch from a fossil-fueled to an electric vehicle (Q2064640) (← links)
- The optimal stopping problem revisited (Q2066489) (← links)
- Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
- Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
- Investments with declining cost following a Lévy process (Q2079415) (← links)
- Transmission investment under uncertainty: reconciling private and public incentives (Q2079428) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- Irreversible investment with random delay and partial prepayment (Q2083995) (← links)
- Kalman filter approach to real options with active learning (Q2090119) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- Procrastination, self-imposed deadlines and other commitment devices (Q2093044) (← links)
- Learning about profitability and dynamic cash management (Q2095251) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- On sticky bookmaking as a learning device in horse-racing betting markets (Q2102874) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- A physics-informed learning approach to Bernoulli-type free boundary problems (Q2107176) (← links)
