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The secretary problem with predictions
Fujii, Kaito; Yoshida, Yuichi - In: Mathematics of operations research 49 (2024) 2, pp. 1241-1262
Persistent link: https://www.econbiz.de/10014564976
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A class of recursive optimal stopping problems with applications to stock trading
Colaneri, Katia; De Angelis, Tiziano - In: Mathematics of operations research 47 (2022) 3, pp. 1833-1861
Persistent link: https://www.econbiz.de/10013374973
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Optimal stopping of linear diffusions with random discounting
Dayanik, Savas - In: Mathematics of operations research 33 (2008) 3, pp. 645-661
Persistent link: https://www.econbiz.de/10003766307
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Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection
Øksendal, Bernt K.; Sulem, Agnès; Zhang, Tusheng - In: Mathematics of operations research 39 (2014) 2, pp. 464-486
Persistent link: https://www.econbiz.de/10010384186
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Online stochastic matching : new algorithms with better bounds
Jaillet, Patrick; Lu, Xin - In: Mathematics of operations research 39 (2014) 3, pp. 624-646
Persistent link: https://www.econbiz.de/10010402969
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An inverse optimal stopping problem for diffusion processes
Kruse, Thomas; Strack, Philipp - In: Mathematics of operations research 44 (2019) 2, pp. 423-439
Persistent link: https://www.econbiz.de/10012028621
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A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John - In: Mathematics of operations research 44 (2019) 2, pp. 512-531
Persistent link: https://www.econbiz.de/10012028632
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Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio - In: Mathematics of operations research 42 (2017) 4, pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>; Harms, Philipp - In: Mathematics of operations research 43 (2018) 2, pp. 399-427
Persistent link: https://www.econbiz.de/10011868611