Stochastic Optimal Stopping. Доклады участников

Albert Shiryaev “A quickest detection problem with an expensive cost for carried out observation” (210 Kb, скачиваний: 461)

Larry Shepp “On a misuse of mathematics in optimal stopping and finance models” (505 Kb, скачиваний: 2064)

Katsunori Ano “Multiple stopping version of the odds theorem in optimal stopping” (97 Kb, скачиваний: 633)

Hans Rudolf Lerche “Blackwell Prediction” (2.74 Mb, скачиваний: 645)

Vladimir Mazalov “Equilibrium in n-person game of “Showcase Showdown”” (112 Kb, скачиваний: 388)

Albrecht Irle “American options with guarantee” (437 Kb, скачиваний: 1307)

Krzysztof Szajowski “A double optimal stopping of marked renewal process” (844 Kb, скачиваний: 399)

Victor Domansky “Solutions for bidding games with two risky assets: the general case” (109 Kb, скачиваний: 408)

Victoria Kreps “Solutions for bidding games with two risky assets: the case of two and three states” (120 Kb, скачиваний: 614)

Alexandr Kolnogorov “Minimax strategy for Bernoulli two-armed bandit with one known probability of income” (191 Kb, скачиваний: 545)

Ernst Presman “Method of the solution of the optimal stopping problem based on the modification of the reward function” (101 Kb, скачиваний: 695)

Yuri Pavlov “Power-law random graphs and generalized allocation scheme” (550 Kb, скачиваний: 350)

Alexey Tikhomirov “On the convergence rate of the Markov symmetric random search” (255 Kb, скачиваний: 475)

Roman Ivanov “On selling a stock at the ultimate maximum for the exponential of the normal-inverse Gaussian process” (230 Kb, скачиваний: 434)

Evgeny Ivashko “Best-choice problem with disorder” (616 Kb, скачиваний: 512)

Suria Kumacheva “The choice of the strategy of the tax control with the use of statistical information about taxpayers” (355 Kb, скачиваний: 342)

Elena Bernikovich “The limit distributions of the maximum size of a tree in a random unlabelled and unrooted forest” (345 Kb, скачиваний: 409)

Julia Chuyko “An optimal arrival time problem for queuing system” (125 Kb, скачиваний: 424)

Tatyana Shelonina “Threshold strategy of an estimation in a problem of a choice of the best variant” (1.17 Mb, скачиваний: 358)

Valentina Burmistrova “The estimates of change-point times and compensation times given levels of tumor markers” (147 Kb, скачиваний: 585)

Ekaterina Shevkoplyas “Differential games with random terminal time” (525 Kb, скачиваний: 899)

Anna Ivashko “Two-sided mate choice problem” (127 Kb, скачиваний: 841)

Marina Leri “On the stopping of destruction process in the Internet-type graphs” (6.5 Mb, скачиваний: 347)

Nina Plaksina “Equilibrium in prices for providers in queueing system” (140 Kb, скачиваний: 384)

Ilya Chernov “To the dove-hawk game” (169 Kb, скачиваний: 420)