Journal articles on the topic 'Optimal stopping rules'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 journal articles for your research on the topic 'Optimal stopping rules.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.
Assaf, David, and Ester Samuel-Cahn. "Optimal multivariate stopping rules." Journal of Applied Probability 35, no. 3 (September 1998): 693–706. http://dx.doi.org/10.1239/jap/1032265217.
Full textAssaf, David, and Ester Samuel-Cahn. "Optimal multivariate stopping rules." Journal of Applied Probability 35, no. 03 (September 1998): 693–706. http://dx.doi.org/10.1017/s002190020001634x.
Full textKarni, Edi, and Zvi Safra. "Behaviorally consistent optimal stopping rules." Journal of Economic Theory 51, no. 2 (August 1990): 391–402. http://dx.doi.org/10.1016/0022-0531(90)90024-e.
Full textFerguson, T. S., and J. P. Hardwick. "Stopping rules for proofreading." Journal of Applied Probability 26, no. 02 (June 1989): 304–13. http://dx.doi.org/10.1017/s0021900200027303.
Full textFerguson, T. S., and J. P. Hardwick. "Stopping rules for proofreading." Journal of Applied Probability 26, no. 2 (June 1989): 304–13. http://dx.doi.org/10.2307/3214037.
Full textAnkirchner, Stefan, and Maike Klein. "Bayesian sequential testing with expectation constraints." ESAIM: Control, Optimisation and Calculus of Variations 26 (2020): 51. http://dx.doi.org/10.1051/cocv/2019045.
Full textChow, Chung-Wen, and Zvi Schechner. "On stopping rules in proofreading." Journal of Applied Probability 22, no. 4 (December 1985): 971–77. http://dx.doi.org/10.2307/3213967.
Full textChow, Chung-Wen, and Zvi Schechner. "On stopping rules in proofreading." Journal of Applied Probability 22, no. 04 (December 1985): 971–77. http://dx.doi.org/10.1017/s002190020010823x.
Full textAllaart, Pieter, and Michael Monticino. "Optimal stopping rules for directionally reinforced processes." Advances in Applied Probability 33, no. 2 (June 2001): 483–504. http://dx.doi.org/10.1017/s0001867800010909.
Full textAllaart, Pieter, and Michael Monticino. "Optimal stopping rules for directionally reinforced processes." Advances in Applied Probability 33, no. 2 (2001): 483–504. http://dx.doi.org/10.1239/aap/999188325.
Full textEngen, Steinar, and Eva Seim. "Uniformly best invariant stopping rules." Journal of Applied Probability 24, no. 1 (March 1987): 77–87. http://dx.doi.org/10.2307/3214060.
Full textEngen, Steinar, and Eva Seim. "Uniformly best invariant stopping rules." Journal of Applied Probability 24, no. 01 (March 1987): 77–87. http://dx.doi.org/10.1017/s002190020003062x.
Full textAllaart, Pieter. "Optimal stopping rules for correlated random walks with a discount." Journal of Applied Probability 41, no. 2 (June 2004): 483–96. http://dx.doi.org/10.1239/jap/1082999080.
Full textAllaart, Pieter. "Optimal stopping rules for correlated random walks with a discount." Journal of Applied Probability 41, no. 02 (June 2004): 483–96. http://dx.doi.org/10.1017/s0021900200014443.
Full textHobson, David, and Matthew Zeng. "Randomised rules for stopping problems." Journal of Applied Probability 57, no. 3 (September 2020): 981–1004. http://dx.doi.org/10.1017/jpr.2020.43.
Full textAssaf, David, Larry Goldstein, and Ester Samuel-Cahn. "Two-choice optimal stopping." Advances in Applied Probability 36, no. 4 (December 2004): 1116–47. http://dx.doi.org/10.1239/aap/1103662960.
Full textAssaf, David, Larry Goldstein, and Ester Samuel-Cahn. "Two-choice optimal stopping." Advances in Applied Probability 36, no. 04 (December 2004): 1116–47. http://dx.doi.org/10.1017/s0001867800013331.
Full textHelmes, Kurt, and Richard H. Stockbridge. "Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions." Advances in Applied Probability 42, no. 1 (March 2010): 158–82. http://dx.doi.org/10.1239/aap/1269611148.
Full textHelmes, Kurt, and Richard H. Stockbridge. "Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions." Advances in Applied Probability 42, no. 01 (March 2010): 158–82. http://dx.doi.org/10.1017/s0001867800003955.
Full textRoters, Markus. "Optimal Stopping in a Dice Game." Journal of Applied Probability 35, no. 1 (March 1998): 229–35. http://dx.doi.org/10.1239/jap/1032192566.
Full textRoters, Markus. "Optimal Stopping in a Dice Game." Journal of Applied Probability 35, no. 01 (March 1998): 229–35. http://dx.doi.org/10.1017/s0021900200014820.
Full textYe, Lu. "Value Function and Optimal Rule on the Optimal Stopping Problem for Continuous-Time Markov Processes." Chinese Journal of Mathematics 2017 (October 9, 2017): 1–10. http://dx.doi.org/10.1155/2017/3596037.
Full textDubins, L. E., L. A. Shepp, and A. N. Shiryaev. "Optimal Stopping Rules and Maximal Inequalities for Bessel Processes." Theory of Probability & Its Applications 38, no. 2 (June 1994): 226–61. http://dx.doi.org/10.1137/1138024.
Full textMeier, Martin, and Leopold Sögner. "A new strategy for Robbins’ problem of optimal stopping." Journal of Applied Probability 54, no. 1 (March 2017): 331–36. http://dx.doi.org/10.1017/jpr.2016.103.
Full textARTILES-LE[Qacute]N, NOEL, HERBERT T. DAVID, and HOWARD D. MEEKS. "Statistical optimal design of control charts with supplementary stopping rules." IIE Transactions 28, no. 3 (March 1996): 225–36. http://dx.doi.org/10.1080/07408179608966269.
Full textIrle, A. "Asymptotically optimal stopping rules in the presence of unknown parameters." Statistics & Probability Letters 30, no. 1 (September 1996): 9–16. http://dx.doi.org/10.1016/0167-7152(95)00195-6.
Full textMartinsek, Adam T. "Comparison of some sequential procedures with related optimal stopping rules." Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete 70, no. 3 (1985): 411–16. http://dx.doi.org/10.1007/bf00534872.
Full textBetrò, B., and F. Schoen. "Optimal and sub-optimal stopping rules for the Multistart algorithm in global optimization." Mathematical Programming 57, no. 1-3 (May 1992): 445–58. http://dx.doi.org/10.1007/bf01581094.
Full textBruss, F. Thomas, and Thomas S. Ferguson. "Multiple buying or selling with vector offers." Journal of Applied Probability 34, no. 4 (December 1997): 959–73. http://dx.doi.org/10.2307/3215010.
Full textHill, Theodore P., and Arie Hordijk. "Selection of order of observation in optimal stopping problems." Journal of Applied Probability 22, no. 1 (March 1985): 177–84. http://dx.doi.org/10.2307/3213757.
Full textHill, Theodore P., and Arie Hordijk. "Selection of order of observation in optimal stopping problems." Journal of Applied Probability 22, no. 01 (March 1985): 177–84. http://dx.doi.org/10.1017/s0021900200029107.
Full textAllaart, Pieter, and Michael Monticino. "Optimal Buy/Sell Rules for Correlated Random Walks." Journal of Applied Probability 45, no. 1 (March 2008): 33–44. http://dx.doi.org/10.1239/jap/1208358949.
Full textAllaart, Pieter, and Michael Monticino. "Optimal Buy/Sell Rules for Correlated Random Walks." Journal of Applied Probability 45, no. 01 (March 2008): 33–44. http://dx.doi.org/10.1017/s0021900200003934.
Full textGuo, X., and J. Liu. "Stopping at the maximum of geometric Brownian motion when signals are received." Journal of Applied Probability 42, no. 3 (September 2005): 826–38. http://dx.doi.org/10.1239/jap/1127322030.
Full textBather, J. A. "Search models." Journal of Applied Probability 29, no. 3 (September 1992): 605–15. http://dx.doi.org/10.2307/3214897.
Full textBather, J. A. "Search models." Journal of Applied Probability 29, no. 03 (September 1992): 605–15. http://dx.doi.org/10.1017/s0021900200043424.
Full textGuo, X., and J. Liu. "Stopping at the maximum of geometric Brownian motion when signals are received." Journal of Applied Probability 42, no. 03 (September 2005): 826–38. http://dx.doi.org/10.1017/s0021900200000802.
Full textEkström, Erik, and Ioannis Karatzas. "A sequential estimation problem with control and discretionary stopping." Probability, Uncertainty and Quantitative Risk 7, no. 3 (2022): 151. http://dx.doi.org/10.3934/puqr.2022011.
Full textYeh, Tzu-Sheng. "APPROXIMATION TO OPTIMAL STOPPING RULES FOR WEIBULL RANDOM VARIABLES WITH UNKNOWN SCALE PARAMETER." Taiwanese Journal of Mathematics 9, no. 4 (December 2005): 721–32. http://dx.doi.org/10.11650/twjm/1500407892.
Full textSiegrist, Kyle. "Estimation and optimal stopping in a debugging model with masking." Journal of Applied Probability 22, no. 2 (June 1985): 336–45. http://dx.doi.org/10.2307/3213777.
Full textSiegrist, Kyle. "Estimation and optimal stopping in a debugging model with masking." Journal of Applied Probability 22, no. 02 (June 1985): 336–45. http://dx.doi.org/10.1017/s0021900200037803.
Full textBruss, F. Thomas, and Thomas S. Ferguson. "Multiple buying or selling with vector offers." Journal of Applied Probability 34, no. 04 (December 1997): 959–73. http://dx.doi.org/10.1017/s0021900200101652.
Full textAllaart, Pieter C. "Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model." Stochastic Models 26, no. 4 (November 5, 2010): 594–616. http://dx.doi.org/10.1080/15326349.2010.519667.
Full textPlato, R., and U. Hämarik. "On pseudo—optimal parameter choices and stopping rules for regularization methods in banach spaces∗." Numerical Functional Analysis and Optimization 17, no. 1-2 (January 1996): 181–95. http://dx.doi.org/10.1080/01630569608816690.
Full textAssaf, David, and Ester Samuel-Cahn. "Optimal cooperative stopping rules for maximization of the product of the expected stopped values." Statistics & Probability Letters 38, no. 1 (May 1998): 89–99. http://dx.doi.org/10.1016/s0167-7152(97)00158-2.
Full textYeh, Tzu-Sheng, and Shen-Ming Lee. "APPROXIMATION TO OPTIMAL STOPPING RULES FOR GUMBEL RANDOM VARIABLES WITH UNKNOWN LOCATION AND SCALE PARAMETERS." Taiwanese Journal of Mathematics 10, no. 4 (June 2006): 1047–67. http://dx.doi.org/10.11650/twjm/1500403892.
Full textChen, Juei-Chao, and Shen-Ming Lee. "APPROXIMATION TO OPTIMAL STOPPING RULES FOR GAMMA RANDOM VARIABLES WITH UNKNOWN LOCATION AND SCALE PARAMETERS." Communications in Statistics - Theory and Methods 30, no. 4 (March 31, 2001): 775–84. http://dx.doi.org/10.1081/sta-100002151.
Full textMoatti, M., S. Zohar, W. F. Rosenberger, and S. Chevret. "A Bayesian Hybrid Adaptive Randomisation Design for Clinical Trials with Survival Outcomes." Methods of Information in Medicine 55, no. 01 (2016): 4–13. http://dx.doi.org/10.3414/me14-01-0132.
Full textTamaki, Mitsushi. "Urn sampling distributions giving alternate correspondences between two optimal stopping problems." Advances in Applied Probability 48, no. 3 (September 2016): 726–43. http://dx.doi.org/10.1017/apr.2016.25.
Full textSamuels, Stephen M. "Why do these quite different best-choice problems have the same solutions?" Advances in Applied Probability 36, no. 2 (June 2004): 398–416. http://dx.doi.org/10.1239/aap/1086957578.
Full text