We consider a buying-selling problem when two stops of a sequence of independent random variables are required. An optimal stopping rule and the value of a game are obtained
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a...
In this paper, we introduce and solve a class of optimal stopping problems of recursive type. In par...
This thesis considers several optimal stopping problems motivated by mathematical fi- nance, using t...
We consider a buying-selling problem when two stops of a sequence of independent random variables ar...
We consider a buying–selling problem with the finite time horizon when several stops of a sequence o...
We consider a sequential problem of selling K identical assets over the finite time horizon with a f...
summary:In this article, a general problem of sequential statistical inference for general discrete-...
In this thesis an optimal stopping problem related to the classical secretary problem is studied. Th...
AbstractLet {xn} be independent random variables with a common distribution function F(x). We observ...
We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping...
We consider a version of an optimal stopping problem, in which a customer is presented with a finite...
We present a solution technique for optimal stopping problems with constant costs of observation in ...
X X X 1. Introduction and Summary. X X X k ; ; : : : k k N ; : : : ; N j j k X ; : : : ; X n X j ; ...
This doctoral thesis consists of five research articles on the general topic of optimal decision mak...
We consider a generalization of the house-selling problem to selling k houses. Let the offers, X1, X...
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a...
In this paper, we introduce and solve a class of optimal stopping problems of recursive type. In par...
This thesis considers several optimal stopping problems motivated by mathematical fi- nance, using t...
We consider a buying-selling problem when two stops of a sequence of independent random variables ar...
We consider a buying–selling problem with the finite time horizon when several stops of a sequence o...
We consider a sequential problem of selling K identical assets over the finite time horizon with a f...
summary:In this article, a general problem of sequential statistical inference for general discrete-...
In this thesis an optimal stopping problem related to the classical secretary problem is studied. Th...
AbstractLet {xn} be independent random variables with a common distribution function F(x). We observ...
We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping...
We consider a version of an optimal stopping problem, in which a customer is presented with a finite...
We present a solution technique for optimal stopping problems with constant costs of observation in ...
X X X 1. Introduction and Summary. X X X k ; ; : : : k k N ; : : : ; N j j k X ; : : : ; X n X j ; ...
This doctoral thesis consists of five research articles on the general topic of optimal decision mak...
We consider a generalization of the house-selling problem to selling k houses. Let the offers, X1, X...
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a...
In this paper, we introduce and solve a class of optimal stopping problems of recursive type. In par...
This thesis considers several optimal stopping problems motivated by mathematical fi- nance, using t...
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