7 results
OPTIMAL STOPPING PROBLEMS WITH A RANDOM TIME HORIZON
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
- Published online by Cambridge University Press:
- 29 June 2023, pp. 345-346
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- October 2023
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Predicting the last zero before an exponential time of a spectrally negative Lévy process
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 16 January 2023, pp. 611-642
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- June 2023
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Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 17 March 2021, pp. 279-299
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- March 2021
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System Reduction Using an LQR-Inspired Version of Optimal Replacement Variables
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- Communications in Computational Physics / Volume 12 / Issue 5 / November 2012
- Published online by Cambridge University Press:
- 20 August 2015, pp. 1520-1540
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- November 2012
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Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’
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- Journal of Applied Probability / Volume 49 / Issue 3 / September 2012
- Published online by Cambridge University Press:
- 04 February 2016, pp. 806-820
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- September 2012
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Reduction of Linear Systems of ODEs with Optimal Replacement Variables
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- Communications in Computational Physics / Volume 9 / Issue 3 / March 2011
- Published online by Cambridge University Press:
- 20 August 2015, pp. 756-779
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- March 2011
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A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1072-1083
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- December 2010
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