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Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Cohen, Asaf - In: Mathematics of operations research 40 (2015) 2, pp. 361-389
Persistent link: https://www.econbiz.de/10011282701
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Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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Instantaneous control of Brownian motion with a positive lead time
Xu, Zhen; Zhang, Jiheng; Zhang, Rachel Q. - In: Mathematics of operations research 44 (2019) 3, pp. 943-965
Persistent link: https://www.econbiz.de/10012105819
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Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer; Peskir, Goran - In: Mathematics of operations research 49 (2024) 2, pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
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Optimal trend following trading rules
Dai, Min; Yang, Zhou; Zhang, Qing; Zhu, Qiji Jim - In: Mathematics of operations research 41 (2016) 2, pp. 626-642
Persistent link: https://www.econbiz.de/10011520506
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Optimal retirement under partial information
Chen, Kexin; Jeon, Junkee; Wong, Hoi Ying - In: Mathematics of operations research 47 (2022) 3, pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
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Small-loss bounds for online learning with partial information
Lykouris, Thodoris; Sridharan, Karthik; Tardos, Éva - In: Mathematics of operations research 47 (2022) 3, pp. 2186-2218
Persistent link: https://www.econbiz.de/10013375043
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Credit risk models with incomplete information
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematics of operations research 34 (2009) 2, pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
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On a continuous-time game with incomplete information
Cardaliaguet, Pierre; Rainer, Catherine - In: Mathematics of operations research 34 (2009) 4, pp. 769-794
Persistent link: https://www.econbiz.de/10003919372
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Evaluating information in zero-sum games with incomplete information on both sides
De Meyer, Bernard; Lehrer, Ehud; Rosenberg, Dinah - In: Mathematics of operations research 35 (2010) 4, pp. 851-863
Persistent link: https://www.econbiz.de/10008823133