The following pages link to Krzysztof J. Szajowski (Q1656863):
Displaying 50 items.
- (Q450749) (redirect page) (← links)
- Duration problem with multiple exchanges (Q450751) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Decision and game theory for security. Second international conference, GameSec 2011, College Park, MD, Maryland, USA, November 14--15, 2011. Proceedings (Q645930) (← links)
- On approximative solutions of multistopping problems (Q655588) (← links)
- Bayesian optimal control for a non-autonomous stochastic discrete time system (Q668862) (← links)
- Invariance times (Q682276) (← links)
- Optimal switching between a pair of Brownian motions (Q749030) (← links)
- Optimal double stopping time problem (Q847103) (← links)
- Sur l'approximation des réduites. (On the approximation of residues) (Q917159) (← links)
- Conditions for quasi-stationarity of the Bayes rule in selection problems with an unknown number of rankable options (Q917190) (← links)
- On-line detection of a part of a sequence with unspecified distribution (Q951210) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- Optimal detection of a change-set in a spatial Poisson process (Q968778) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Stopping times of one-sample rank order sequential probability ratio tests (Q1059353) (← links)
- Two-stage sequential estimation of a multivariate normal mean under quadratic loss (Q1074996) (← links)
- Time sequential estimation of the exponential mean under random withdrawals (Q1082762) (← links)
- Minimax control of a second order linear system (Q1088640) (← links)
- Weak convergence of time-sequential censored rank statistics with applications to sequential testing in clinical trials (Q1178947) (← links)
- Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\) (Q1180587) (← links)
- A sequential procedure with asymptotically negative regret for estimating a normal mean (Q1192992) (← links)
- Optimal on-line detection of outside observations (Q1194008) (← links)
- A difference prophet inequality for bounded i.i.d. variables, with cost for observations (Q1201170) (← links)
- Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data (Q1204668) (← links)
- American options exercise boundary when the volatility changes randomly (Q1288991) (← links)
- The best-choice secretary problem with random freeze on jobs (Q1346162) (← links)
- A duality approach to problems of combined stopping and deciding under constraints (Q1397070) (← links)
- A simple derivation of a complicated prophet region (Q1599069) (← links)
- Three-person stopping game with players having privileges (Q1600596) (← links)
- Prophet inequalities for optimal stopping rules with probabilistic recall (Q1611561) (← links)
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- On the asymptotic efficiency of selection procedures for independent Gaussian populations (Q1689001) (← links)
- Shelf life of candidates in the generalized secretary problem (Q1694784) (← links)
- Bayes linear analysis of risks in sequential optimal design problems (Q1711561) (← links)
- On multilateral hierarchical dynamic decisions (Q1712747) (← links)
- A pure martingale dual for multiple stopping (Q1761446) (← links)
- Difference prophet inequalities for \([0,1]\)-valued i.i.d. random variables with cost for observations (Q1769515) (← links)
- A quasi-Bayesian perspective to online clustering (Q1786586) (← links)
- Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem (Q1786904) (← links)
- Sequential point estimation of regression parameters in a linear model (Q1822180) (← links)
- Optimal stopping of strong Markov processes (Q1940245) (← links)
- On the construction of unbiased estimators for the group testing problem (Q1987726) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model (Q2010176) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Operation comfort of multistate system vs. the importance of its components (Q2151321) (← links)
- The multi-armed bandit problem: an efficient nonparametric solution (Q2176624) (← links)
- Bridging the gap between constant step size stochastic gradient descent and Markov chains (Q2196224) (← links)
