Optimal stopping of Markov random sequences

Translations of Mathematical Monographs - Statistical Sequential Analysis ◽

10.1090/mmono/038/03 ◽

2008 ◽

pp. 27-82

Keyword(s):

Optimal Stopping ◽

Random Sequences ◽

Markov Random

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Optimal stopping of random sequences and processes

Theory of Stochastic Processes - Problem Books in Mathematics ◽

10.1007/978-0-387-87862-1_15 ◽

2009 ◽

pp. 229-240

Author(s):

Dmytro Gusak ◽

Alexander Kukush ◽

Alexey Kulik ◽

Yuliya Mishura ◽

Andrey Pilipenko

Keyword(s):

Optimal Stopping ◽

Random Sequences

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Optimal stopping and almost sure convergence of random sequences

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00537527 ◽

1979 ◽

Vol 48 (3) ◽

pp. 309-325 ◽

Cited By ~ 10

Author(s):

A. Engelbert ◽

H. J. Engelbert

Keyword(s):

Optimal Stopping ◽

Almost Sure Convergence ◽

Random Sequences

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On Optimal Stopping of Random Sequences Modulated by Markov Chain

Theory of Probability and Its Applications ◽

10.1137/s0040585x97984395 ◽

2010 ◽

Vol 54 (3) ◽

pp. 534-542 ◽

Cited By ~ 5

Author(s):

E. L. Presman ◽

I. M. Sonin

Keyword(s):

Markov Chain ◽

Optimal Stopping ◽

Random Sequences

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Convergence of Values in Optimal Stopping of Partially Observable Random Sequences with Quadratic Rewards

Theory of Probability and Its Applications ◽

10.1137/1127044 ◽

1983 ◽

Vol 27 (2) ◽

pp. 386-391

Author(s):

H. Fährmann

Keyword(s):

Optimal Stopping ◽

Random Sequences ◽

Partially Observable

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Optimal stopping of Markov random processes

Translations of Mathematical Monographs - Statistical Sequential Analysis ◽

10.1090/mmono/038/04 ◽

2008 ◽

pp. 83-116

Keyword(s):

Optimal Stopping ◽

Random Processes ◽

Markov Random

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An Effective Markov Random Fields based Estimation of Distribution Algorithm and Scheduling of Flexible Job Shop Problem

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.134.796 ◽

2014 ◽

Vol 134 (6) ◽

pp. 796-805 ◽

Cited By ~ 4

Author(s):

Xinchang Hao ◽

Jing Tian ◽

Hao Wen Lin ◽

Tomohiro Murata

Keyword(s):

Random Fields ◽

Markov Random Fields ◽

Job Shop ◽

Estimation Of Distribution Algorithm ◽

Flexible Job Shop ◽

Markov Random ◽

Estimation Of Distribution ◽

Flexible Job Shop Problem

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Image Haze Removal Based on Transmission Map Using Hidden Markov Random Field Model

IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences ◽

10.1587/transfun.e97.a.1820 ◽

2014 ◽

Vol E97.A (8) ◽

pp. 1820-1822 ◽

Cited By ~ 1

Author(s):

Min-Hyuk LEE ◽

Oh-Seol KWON

Keyword(s):

Random Field ◽

Markov Random Field ◽

Field Model ◽

Hidden Markov ◽

Random Field Model ◽

Haze Removal ◽

Markov Random Field Model ◽

Markov Random ◽

Hidden Markov Random Field

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A canonical optimal stopping problem for American options under a double exponential jump-diffusion model

The Journal of Risk ◽

10.21314/jor.2007.154 ◽

2007 ◽

Vol 10 (1) ◽

pp. 85-100 ◽

Cited By ~ 4

Author(s):

Farid AitSahlia ◽

Andreas Runnemo

Keyword(s):

Diffusion Model ◽

Optimal Stopping ◽

American Options ◽

Jump Diffusion ◽

Optimal Stopping Problem ◽

Double Exponential ◽

Jump Diffusion Model

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A Simple and Robust Estimator for Discount Factors in Optimal Stopping Dynamic Discrete Choice Models

SSRN Electronic Journal ◽

10.2139/ssrn.3456840 ◽

2019 ◽

Cited By ~ 2

Author(s):

Øystein Daljord ◽

Denis Nekipelov ◽

Minjung Park

Keyword(s):

Discrete Choice ◽

Optimal Stopping ◽

Choice Models ◽

Discrete Choice Models ◽

Robust Estimator ◽

Dynamic Discrete Choice ◽

Discount Factors

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Evaluating Optimal Stopping Problems Under Multivariate Settings and Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.3549891 ◽

2020 ◽

Author(s):

Ankush Agarwal ◽

Christian-Oliver Ewald ◽

Yihan Zou

Keyword(s):

Optimal Stopping ◽

Model Uncertainty ◽

Optimal Stopping Problems

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