Pages that link to "Item:Q4866769"
From MaRDI portal
The following pages link to An optimal stopping problem for random walks with non-zero drift (Q4866769):
Displaying 5 items.
- Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (Q891133) (← links)
- A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847) (← links)
- (Q3198627) (← links)
- Stopping the maximum of a correlated random walk, with cost for observation (Q4660525) (← links)
- Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322) (← links)