Pages that link to "Item:Q433913"
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The following pages link to Optimal stopping problems for some Markov processes (Q433913):
Displaying 27 items.
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Optimal stopping of strong Markov processes (Q1940245) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- Optimal stopping time on discounted semi-Markov processes (Q2048164) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Optimal Stopping of Linear Diffusions with Random Discounting (Q3168986) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- (Q3816782) (← links)
- General optimal stopping theorems for semi-Markov processes (Q4278394) (← links)
- Optimal starting—stopping problems for markov–feller processes (Q4363287) (← links)
- (Q4384409) (← links)
- (Q4403513) (← links)
- Optimal stopping with discount and observation costs (Q4503210) (← links)
- Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926) (← links)
- On Optimal Multiple Stopping of Markov Sequences (Q4954362) (← links)
- (Q5011562) (← links)
- General optimal stopping with linear cost (Q5085243) (← links)
- First passage upwards for state-dependent-killed spectrally negative Lévy processes (Q5226252) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- (Q5493567) (← links)
- Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes (Q5694538) (← links)
- Optimal Interventions in Countable Jump Markov Processes (Q5704173) (← links)
- Minimal subharmonic functions and related integral representations (Q6186445) (← links)
