Статті в журналах з теми "Optimal stopping rules"
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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.
Повний текст джерелаAssaf, 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.
Повний текст джерелаKarni, 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.
Повний текст джерелаFerguson, 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.
Повний текст джерелаFerguson, 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.
Повний текст джерелаAnkirchner, 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.
Повний текст джерелаChow, 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.
Повний текст джерелаChow, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаEngen, 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.
Повний текст джерелаEngen, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаHobson, 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.
Повний текст джерелаAssaf, 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.
Повний текст джерелаAssaf, 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.
Повний текст джерелаHelmes, 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.
Повний текст джерелаHelmes, 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.
Повний текст джерелаRoters, 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.
Повний текст джерелаRoters, 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.
Повний текст джерелаYe, 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.
Повний текст джерелаDubins, 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.
Повний текст джерелаMeier, 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.
Повний текст джерелаARTILES-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.
Повний текст джерелаIrle, 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.
Повний текст джерелаMartinsek, 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.
Повний текст джерелаBetrò, 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.
Повний текст джерелаBruss, 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.
Повний текст джерелаHill, 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.
Повний текст джерелаHill, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаGuo, 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.
Повний текст джерелаBather, J. A. "Search models." Journal of Applied Probability 29, no. 3 (September 1992): 605–15. http://dx.doi.org/10.2307/3214897.
Повний текст джерелаBather, J. A. "Search models." Journal of Applied Probability 29, no. 03 (September 1992): 605–15. http://dx.doi.org/10.1017/s0021900200043424.
Повний текст джерелаGuo, 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.
Повний текст джерелаEkström, 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.
Повний текст джерелаYeh, 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.
Повний текст джерелаSiegrist, 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.
Повний текст джерелаSiegrist, 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.
Повний текст джерелаBruss, 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.
Повний текст джерелаAllaart, 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.
Повний текст джерелаPlato, 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.
Повний текст джерелаAssaf, 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.
Повний текст джерелаYeh, 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.
Повний текст джерелаChen, 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.
Повний текст джерелаMoatti, 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.
Повний текст джерелаTamaki, 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.
Повний текст джерелаSamuels, 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.
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