83 results in 62Lxx
On the optimal stopping values induced by general dependence structures
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- Journal of Applied Probability / Volume 38 / Issue 3 / September 2001
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- 14 July 2016, pp. 672-684
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- September 2001
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An explicit solution to an optimal stopping problem with regime switching
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- Journal of Applied Probability / Volume 38 / Issue 2 / June 2001
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- 14 July 2016, pp. 464-481
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- June 2001
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An asymptotic expansion for the optimal stopping boundary in problems with non-linear costs of observation
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 67-79
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- March 2001
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A best-choice problem with multiple selectors
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 718-735
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- September 2000
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Which design is better? Ehrenfest urn versus biased coin
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- Advances in Applied Probability / Volume 32 / Issue 3 / September 2000
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- 19 February 2016, pp. 738-749
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- September 2000
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Convergence of a global stochastic optimization algorithm with partial step size restarting
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- Advances in Applied Probability / Volume 32 / Issue 2 / June 2000
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- 19 February 2016, pp. 480-498
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- June 2000
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Recursive estimation of distributional fix-points
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 73-87
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- March 2000
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Optimal stopping with discount and observation costs
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 64-72
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- March 2000
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Sequential selection of an increasing subsequence from a sample of random size
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- Journal of Applied Probability / Volume 36 / Issue 4 / December 1999
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- 14 July 2016, pp. 1074-1085
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- December 1999
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Interacting particle systems approximations of the Kushner-Stratonovitch equation
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- Advances in Applied Probability / Volume 31 / Issue 3 / September 1999
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- 01 July 2016, pp. 819-838
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- September 1999
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A boundary crossing probability for the Bessel process
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- Advances in Applied Probability / Volume 30 / Issue 3 / September 1998
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- 01 July 2016, pp. 807-830
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- September 1998
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Convergence of the one-dimensional Kohonen algorithm
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- Advances in Applied Probability / Volume 30 / Issue 3 / September 1998
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- 01 July 2016, pp. 850-869
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- September 1998
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Stochastic approximation with non-additive measurement noise
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- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 407-417
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- June 1998
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Globally convergent stochastic optimization with optimal asymptotic distribution
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- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 395-406
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- June 1998
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The dynamic system method and the traps
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- Advances in Applied Probability / Volume 30 / Issue 1 / March 1998
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- 01 July 2016, pp. 137-151
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- March 1998
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Multiple buying or selling with vector offers
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- Journal of Applied Probability / Volume 34 / Issue 4 / December 1997
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- 14 July 2016, pp. 959-973
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- December 1997
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Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method
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- Advances in Applied Probability / Volume 28 / Issue 4 / December 1996
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- 01 July 2016, pp. 1072-1094
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- December 1996
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Superprophet inequalities for independent random variables
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- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
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- 14 July 2016, pp. 904-908
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- September 1996
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Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
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- Advances in Applied Probability / Volume 28 / Issue 3 / September 1996
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- 01 July 2016, pp. 784-801
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- September 1996
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On the moments of ladder epochs for driftless random walks
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- Journal of Applied Probability / Volume 31 / Issue A / 1994
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- 14 July 2016, pp. 201-205
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- 1994
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