Stochastic Optimal Stopping. Presentations

Albert Shiryaev “A quickest detection problem with an expensive cost for carried out observation” (210 Kb, total downloads: 229)

Larry Shepp “On a misuse of mathematics in optimal stopping and finance models” (505 Kb, total downloads: 1748)

Katsunori Ano “Multiple stopping version of the odds theorem in optimal stopping” (97 Kb, total downloads: 435)

Hans Rudolf Lerche “Blackwell Prediction” (2.74 Mb, total downloads: 297)

Vladimir Mazalov “Equilibrium in n-person game of “Showcase Showdown”” (112 Kb, total downloads: 155)

Albrecht Irle “American options with guarantee” (437 Kb, total downloads: 1070)

Krzysztof Szajowski “A double optimal stopping of marked renewal process” (844 Kb, total downloads: 151)

Victor Domansky “Solutions for bidding games with two risky assets: the general case” (109 Kb, total downloads: 170)

Victoria Kreps “Solutions for bidding games with two risky assets: the case of two and three states” (120 Kb, total downloads: 260)

Alexandr Kolnogorov “Minimax strategy for Bernoulli two-armed bandit with one known probability of income” (191 Kb, total downloads: 186)

Ernst Presman “Method of the solution of the optimal stopping problem based on the modification of the reward function” (101 Kb, total downloads: 208)

Yuri Pavlov “Power-law random graphs and generalized allocation scheme” (550 Kb, total downloads: 127)

Alexey Tikhomirov “On the convergence rate of the Markov symmetric random search” (255 Kb, total downloads: 274)

Roman Ivanov “On selling a stock at the ultimate maximum for the exponential of the normal-inverse Gaussian process” (230 Kb, total downloads: 217)

Evgeny Ivashko “Best-choice problem with disorder” (616 Kb, total downloads: 245)

Suria Kumacheva “The choice of the strategy of the tax control with the use of statistical information about taxpayers” (355 Kb, total downloads: 138)

Elena Bernikovich “The limit distributions of the maximum size of a tree in a random unlabelled and unrooted forest” (345 Kb, total downloads: 165)

Julia Chuyko “An optimal arrival time problem for queuing system” (125 Kb, total downloads: 220)

Tatyana Shelonina “Threshold strategy of an estimation in a problem of a choice of the best variant” (1.17 Mb, total downloads: 122)

Valentina Burmistrova “The estimates of change-point times and compensation times given levels of tumor markers” (147 Kb, total downloads: 338)

Ekaterina Shevkoplyas “Differential games with random terminal time” (525 Kb, total downloads: 663)

Anna Ivashko “Two-sided mate choice problem” (127 Kb, total downloads: 640)

Marina Leri “On the stopping of destruction process in the Internet-type graphs” (6.5 Mb, total downloads: 124)

Nina Plaksina “Equilibrium in prices for providers in queueing system” (140 Kb, total downloads: 150)

Ilya Chernov “To the dove-hawk game” (169 Kb, total downloads: 213)

Last modified: March 16, 2016