Stochastic Optimal Stopping. Доклады участников

Albert Shiryaev “A quickest detection problem with an expensive cost for carried out observation” (210 Kb, скачиваний: 367)

Larry Shepp “On a misuse of mathematics in optimal stopping and finance models” (505 Kb, скачиваний: 1985)

Katsunori Ano “Multiple stopping version of the odds theorem in optimal stopping” (97 Kb, скачиваний: 567)

Hans Rudolf Lerche “Blackwell Prediction” (2.74 Mb, скачиваний: 573)

Vladimir Mazalov “Equilibrium in n-person game of “Showcase Showdown”” (112 Kb, скачиваний: 287)

Albrecht Irle “American options with guarantee” (437 Kb, скачиваний: 1239)

Krzysztof Szajowski “A double optimal stopping of marked renewal process” (844 Kb, скачиваний: 302)

Victor Domansky “Solutions for bidding games with two risky assets: the general case” (109 Kb, скачиваний: 328)

Victoria Kreps “Solutions for bidding games with two risky assets: the case of two and three states” (120 Kb, скачиваний: 451)

Alexandr Kolnogorov “Minimax strategy for Bernoulli two-armed bandit with one known probability of income” (191 Kb, скачиваний: 420)

Ernst Presman “Method of the solution of the optimal stopping problem based on the modification of the reward function” (101 Kb, скачиваний: 621)

Yuri Pavlov “Power-law random graphs and generalized allocation scheme” (550 Kb, скачиваний: 278)

Alexey Tikhomirov “On the convergence rate of the Markov symmetric random search” (255 Kb, скачиваний: 411)

Roman Ivanov “On selling a stock at the ultimate maximum for the exponential of the normal-inverse Gaussian process” (230 Kb, скачиваний: 364)

Evgeny Ivashko “Best-choice problem with disorder” (616 Kb, скачиваний: 419)

Suria Kumacheva “The choice of the strategy of the tax control with the use of statistical information about taxpayers” (355 Kb, скачиваний: 277)

Elena Bernikovich “The limit distributions of the maximum size of a tree in a random unlabelled and unrooted forest” (345 Kb, скачиваний: 308)

Julia Chuyko “An optimal arrival time problem for queuing system” (125 Kb, скачиваний: 350)

Tatyana Shelonina “Threshold strategy of an estimation in a problem of a choice of the best variant” (1.17 Mb, скачиваний: 273)

Valentina Burmistrova “The estimates of change-point times and compensation times given levels of tumor markers” (147 Kb, скачиваний: 481)

Ekaterina Shevkoplyas “Differential games with random terminal time” (525 Kb, скачиваний: 814)

Anna Ivashko “Two-sided mate choice problem” (127 Kb, скачиваний: 775)

Marina Leri “On the stopping of destruction process in the Internet-type graphs” (6.5 Mb, скачиваний: 267)

Nina Plaksina “Equilibrium in prices for providers in queueing system” (140 Kb, скачиваний: 298)

Ilya Chernov “To the dove-hawk game” (169 Kb, скачиваний: 346)