83 results in 62Lxx
Optimal Stopping for Processes with Independent Increments, and Applications
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 1130-1145
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- December 2009
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Optimal Choice of the Best Available Applicant in Full-Information Models
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 1086-1099
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- December 2009
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The secretary problem of minimizing the expected rank: a simple suboptimal approach with generalizations
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 1041-1058
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- December 2009
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Maximizing the Expected Duration of Owning a Relatively Best Object in a Poisson Process with Rankable Observations
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 402-414
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- June 2009
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Entry and Exit Decision Problem with Implementation Delay
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- Journal of Applied Probability / Volume 45 / Issue 4 / December 2008
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- 14 July 2016, pp. 1039-1059
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- December 2008
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The generalized perpetual American exchange-option problem
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- Advances in Applied Probability / Volume 40 / Issue 1 / March 2008
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- 01 July 2016, pp. 163-182
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- March 2008
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Generalized Pólya urn Designs with Null Balance
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 661-669
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- September 2007
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Central limit theorems for generalized Pólya urn models
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 938-951
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- December 2006
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An iterative method for multiple stopping: convergence and stability
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 729-749
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- September 2006
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An optimal sequential procedure for a buying-selling problem with independent observations
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 454-462
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- June 2006
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Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 1183-1193
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- December 2005
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Tools to Estimate the First Passage Time to a Convex Barrier
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- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
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- 14 July 2016, pp. 61-81
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- March 2005
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Stopping the maximum of a correlated random walk, with cost for observation
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- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
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- 14 July 2016, pp. 998-1007
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- December 2004
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On Markov-dependent parking problems
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- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
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- 14 July 2016, pp. 579-586
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- June 2004
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Why do these quite different best-choice problems have the same solutions?
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- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 398-416
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- June 2004
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Optimal stopping rules for correlated random walks with a discount
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- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
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- 14 July 2016, pp. 483-496
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- June 2004
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Sequential selection of random vectors under a sum constraint
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 131-146
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- March 2004
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Some memoryless bandit policies
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- Journal of Applied Probability / Volume 40 / Issue 1 / March 2003
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- 14 July 2016, pp. 250-256
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- March 2003
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The house-selling problem with reward rate criterion
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- Journal of Applied Probability / Volume 39 / Issue 3 / September 2002
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- 14 July 2016, pp. 644-649
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- September 2002
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Selecting the last success in Markov-dependent trials
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- Journal of Applied Probability / Volume 39 / Issue 2 / June 2002
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- 14 July 2016, pp. 271-281
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- June 2002
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