Results 51 to 60 of about 78,187 (304)
Conditional Optimal Stopping: A Time-Inconsistent Optimization [PDF]
Forthcoming in 'Annals of Applied Probability'
Nutz, Marcel, Zhang, Yuchong
openaire +3 more sources
Optimal Stopping Under Ambiguity [PDF]
We consider optimal stopping problems for ambiguity averse decision makers with multiple priors. In general, backward induction fails. If, however, the class of priors is time-consistent, we establish a generalization of the classical theory of optimal stopping. To this end, we develop first steps of a martingale theory for multiple priors.
openaire +4 more sources
We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace +6 more
wiley +1 more source
Structural insights and therapeutic targets in Acinetobacter baumannii capsule biosynthesis
Hypervirulent KL49 A. baumannii's capsular polysaccharide contains the nonulosonic acid 8‐epi‐Leg5,7Ac2, synthesized by epimerization via ElaA, ElaB, and ElaC. Crystal structures of ElaA, ElaB, and ElaC reveal their role in CMP‐Leg5,7Ac2 synthesis and regioselective C8 epimerization.
Woo Cheol Lee +7 more
wiley +1 more source
Optimal futility stopping boundaries for binary endpoints
Background Group sequential designs incorporating the option to stop for futility at the time point of an interim analysis can save time and resources.
Michaela Maria Freitag +2 more
doaj +1 more source
Inositol pyrophosphates are energy‐rich signaling molecules that perform critical functions in cells. Three different families of phosphatases hydrolyze the β phosphate of the inositol pyrophosphate molecules: two have narrow specificities and one is promiscuous.
Ronda J. Rolfes
wiley +1 more source
Reservation Prices in Optimal Stopping [PDF]
In an optimal stopping problem where bids on an asset are received, conditions are given that ensure the so-called reservation price property, namely, if a certain price is accepted, then any higher price would also have been accepted at that point in time. The approach followed in this paper is similar to that pursued by D. B. Rosenfield and R.
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Advanced Simulation-Based Methods for Optimal Stopping and Control
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation ...
Schoenmakers, John G. M. +3 more
core +1 more source
Optimal Stopping via Reinforced Regression
In this note we propose a new approach towards solving numerically optimal stopping problems via reinforced regression-based Monte Carlo algorithms.
Schoenmakers, John G. M. +3 more
core +1 more source
Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch +13 more
wiley +1 more source

