๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An invariance principle in optimal stopping problems

โœ Scribed by R. Kudzhma


Publisher
Springer
Year
1973
Tongue
English
Weight
226 KB
Volume
13
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


An optimal stopping problem in risk theo
โœ U. Jensen ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 105 KB

A general upper bound for the tail of the compound negative binomial distribution is constructed. By establishing a connection with the individual risk mode the upper bound is seen to be a (possibly degenerate) mixture of tails of gamma distribution. The bound is sharp in that it is an equality in t

An optimal stopping problem in dynamic f
โœ Y. Yoshida ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 722 KB

This paper deals with an optimal stopping problem in dynamic fuzzy systems with fuzzy rewards, and shows that the optimal discounted fuzzy reward is characterized by a unique solution of a fuzzy relational equation. We define a fuzzy expectation with a density given by fuzzy goals and we estimate di