Results 191 to 200 of about 800 (211)

Deep Recurrent Optimal Stopping

Advances in Neural Information Processing Systems 36, 2023
Niranjan Damera Venkata, Chiranjib Bhattacharyya   +1 more
openaire   +2 more sources

Optimal stopping for non-linear expectations—Part II

Stochastic Processes and Their Applications, 2011
Song Yao, Erhan Bayraktar
exaly  

Optimal Stopping Problems in a Stochastic and Fuzzy System

Journal of Mathematical Analysis and Applications, 2000
M Kurano
exaly  

Characterizing the Structure of Optimal Stopping Policies

Production and Operations Management, 2016
Özalp Ozer
exaly  

Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow

Theory of Probability and Its Applications, 2022
exaly  

Optimal Stopping Times for Detecting Changes in Distributions

Annals of Statistics, 1986
George Moustakides
exaly  

Optimal Multiple Stopping of Linear Diffusions

Mathematics of Operations Research, 2008
René Carmona, Savas Dayanik
exaly  

Optimal stopping for non-linear expectations—Part I

Stochastic Processes and Their Applications, 2011
Song Yao, Erhan Bayraktar
exaly  

Optimal Stopping

The American Mathematical Monthly, 1970
openaire   +1 more source

Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

SIAM Journal on Control and Optimization, 1984
Steven Shreve, Ioannis Karatzas
exaly