Results 291 to 300 of about 223,857 (311)
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On the convergence from discrete to continuous time in an optimal stopping problem
Annals of Applied Probability, 2005Paul Dupuis
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Continuous Time Stopping Games with Monotone Reward Structures
Mathematics of Operations Research, 1990Chi-Fu Huang
exaly
The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case
SIAM Journal on Control and Optimization, 2019Yu-Jui Huang, Zhou Zhou
exaly
The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
Sequential Analysis, 2009Deguang Han, Fugee Tsung
exaly
An optimal stopping time problem with time average cost in a bounded interval
Systems and Control Letters, 1986exaly
Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems
SIAM Journal on Control and OptimizationSoren Christensen +1 more
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