Found 14 Documents (Results 1–14)
Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 1494.60042
Note on the (non-)smoothness of discrete time value functions in optimal stopping. (English) Zbl 1471.60054
Optimal stopping with a capacity constraint: generalizing Shepp’s urn scheme. (English) Zbl 1476.60077
Risk-efficient sequential estimation of multivariate random coefficient autoregressive process. (English) Zbl 1429.62399
Reviewer: Rasul A. Khan (Forest Glen)
Corrected random walk approximations to free boundary problems in optimal stopping. (English) Zbl 1127.60038
A Hajek-Renyi extension of Levy’s inequality and some applications. (English) Zbl 0233.60016
MSC:
60E15
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