Results 21 to 30 of about 975 (45)
Optimal minimax strategy in a dice game [PDF]
, 2009 Each of two players, by turns, rolls a dice several times accumulating the successive scores until he decides to stop, or he rolls an ace. When stopping, the accumulated turn score is added to the player account and the dice is given to his opponent.
Crocce, Fabian, Mordecki, Ernesto
core +1 more source
Comparing Different Information Levels [PDF]
, 2014 Given a sequence of random variables ${\bf X}=X_1,X_2,\ldots$ suppose the aim is to maximize one's return by picking a `favorable' $X_i$. Obviously, the expected payoff crucially depends on the information at hand.
Saint-Mont, Uwe
core
p-variation of strong Markov processes
, 2004 Let \xi_t, t\in[0,T], be a strong Markov process with values in a complete separable metric space (X,\rho) and with transition probability function P_{s,t}(x,dy), 0\le s\le t\le T, x\in X.
Manstavicius, Martynas
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The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem [PDF]
, 2010 A problem of optimally allocating partially effective ammunition $x$ to be used on randomly arriving enemies in order to maximize an aircraft's probability of surviving for time~$t$, known as the Bomber Problem, was first posed by \citet{Klinger68}. They
Bartroff, Jay +2 more
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Explicit Bounds for Approximation Rates for Boundary Crossing Probabilities for the Wiener Process [PDF]
We give explicit upper bounds for convergence rates when approximating (both one- and two-sided general curvlinear) boundary crossing probabilities for the Wiener process by similar probabilities for close boundaries (of simpler form for which computing ...
Alexander Novikov, K. Borovkov
core
Explicit Gittins' Indices for a Class of Superdiffusive Processes
, 2007 Filliger, R., Hongler, M.-O.
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On the Value of Optimal Stopping Games. [PDF]
Ekstrom, Erik, Villeneuve, Stéphane
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Some of the next articles are maybe not open access.
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions
Mathematics of Operations Research, 2023Philip A Ernst, Hongwei Mei
exaly
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients
Mathematics of Operations Research, 2022Boualem Djehiche +2 more
exaly
A Dynkin Game on Assets with Incomplete Information on the Return
Mathematics of Operations Research, 2021Tiziano De Angelis +2 more
exaly