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Optimal stopping
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11	Optimal Stopping and Applications http://www.im.pwr.wroc.pl/6ecm/?page_id=76 ORGANIZERS: F. Thomas Bruss (Universite Libre de Bruxelles, BE), Krzysztof Szajowski (Wrocław University of Technology, PL) Tuesday, July 3, 1 Add to Reading List Source URL: www.6ecm.pl Language: English - Date: 2012-05-29 12:11:31
12	Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping Add to Reading List Source URL: www.maths.bath.ac.uk Language: English - Date: 2008-11-04 08:46:00
13	The Root solution to the multi–marginal embedding problem: an optimal stopping and time–reversal approach∗ Alexander M. G. Cox† Jan Obl´oj‡ Add to Reading List Source URL: www.maths.bath.ac.uk Language: English - Date: 2015-05-12 17:10:12
14	Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki Add to Reading List Source URL: www-csfi.sigmath.es.osaka-u.ac.jp Language: English - Date: 2011-11-01 04:59:30 Function Μ operator Meijer G-function Mathematics Mathematical analysis Operator theory
15	Optimal Stopping under Adverse Nonlinear Expectation and Related Games Marcel Nutz∗ Jianfeng Zhang† Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-07-21 14:06:45 Martingale theory Hitting time Conditional expectation Ordinal number Martingale Probability space Sobolev space Statistics Stochastic processes Probability theory
16	Selected Publications: Monographs: Sequential Control with Incomplete Information: The Bayesian Approach to Many-Armed Bandit Problems, Academic Press, 1990, 266 p., English translation of: Moscow, Nauka, 1982, 256 p., ( Add to Reading List Source URL: mse-msu.ru Language: English - Date: 2011-04-18 03:41:09 Stochastic optimization Dynamic programming Albert Shiryaev Stochastic Optimal control Multi-armed bandit Optimal stopping Mathematical finance Applied mathematics Statistics Mathematical optimization Operations research
17	OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa Add to Reading List Source URL: www2.math.uu.se Language: English - Date: 2008-10-07 11:22:40 Brownian motion Martingale Brownian bridge Normal distribution Continuous function Wiener process Itō diffusion Heat equation Statistics Mathematical analysis Stochastic processes
18	Title Page Description of Optimal Stopping Problem State Elimination Algorithm Three indices Abstract optimization Plans and Open Problems Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:39:05 Applied mathematics Operations research Decision theory Dynamic programming Convex optimization Gittins index Optimization problem Linear programming Algorithm Statistics Mathematical optimization Mathematics
19	Optimal Stopping for Dynamic Convex Risk Measures Erhan Bayraktar Department of Mathematics, University of Michigan A joint work with Ioannis Karatzas, Columbia University Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 15:05:38 Symbol Greek alphabet Homeric epics
20	Optimal Liquidation of an Indivisible Asset with Independant Investment Emilie Fabre and Nizar Touzi Centre de Mathématiques Appliquées (CMAP), École Polytechnique 20 juin 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:55 Stopping time Brownian motion Continuous function Statistics Stochastic processes Martingale

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