Grigorova, Miryana; Quenez, Marie-Claire; Yuan, Peng Optimal stopping: Bermudan strategies meet non-linear evaluations. (English) Zbl 07904064 Electron. J. Probab. 29, Paper No. 102, 29 p. (2024). MSC: 60G40 60G48 PDFBibTeX XMLCite \textit{M. Grigorova} et al., Electron. J. Probab. 29, Paper No. 102, 29 p. (2024; Zbl 07904064) Full Text: DOI arXiv Link OA License
Ernst, P. A.; Mei, H.; Peskir, G. Quickest real-time detection of multiple Brownian drifts. (English) Zbl 07878644 SIAM J. Control Optim. 62, No. 3, 1832-1856 (2024). MSC: 60G40 60J65 60H30 35H10 45G10 62C10 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., SIAM J. Control Optim. 62, No. 3, 1832--1856 (2024; Zbl 07878644) Full Text: DOI arXiv
Gonon, Lukas Deep neural network expressivity for optimal stopping problems. (English) Zbl 07874611 Finance Stoch. 28, No. 3, 865-910 (2024). MSC: 60G40 60J20 68T07 62M45 91G20 91G60 PDFBibTeX XMLCite \textit{L. Gonon}, Finance Stoch. 28, No. 3, 865--910 (2024; Zbl 07874611) Full Text: DOI arXiv OA License
Li, Peng; Zhou, Ming Optimal timing of business conversion for solvency improvement. (English) Zbl 07874584 Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 744-757 (2024). MSC: 60G40 91G50 93E20 PDFBibTeX XMLCite \textit{P. Li} and \textit{M. Zhou}, Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 744--757 (2024; Zbl 07874584) Full Text: DOI
Fujii, Kaito; Yoshida, Yuichi The secretary problem with predictions. (English) Zbl 1540.60072 Math. Oper. Res. 49, No. 2, 1241-1262 (2024). MSC: 60G40 90C27 PDFBibTeX XMLCite \textit{K. Fujii} and \textit{Y. Yoshida}, Math. Oper. Res. 49, No. 2, 1241--1262 (2024; Zbl 1540.60072) Full Text: DOI arXiv
Glover, Kristoffer; Peskir, Goran Quickest detection problems for Ornstein-Uhlenbeck processes. (English) Zbl 1540.60073 Math. Oper. Res. 49, No. 2, 1045-1064 (2024). MSC: 60G40 60J60 60H30 35K57 45G10 62C10 PDFBibTeX XMLCite \textit{K. Glover} and \textit{G. Peskir}, Math. Oper. Res. 49, No. 2, 1045--1064 (2024; Zbl 1540.60073) Full Text: DOI
Dütting, Paul; Lattanzi, Silvio; Leme, Renato Paes; Vassilvitskii, Sergei Secretaries with advice. (English) Zbl 1540.60070 Math. Oper. Res. 49, No. 2, 856-879 (2024). MSC: 60G40 PDFBibTeX XMLCite \textit{P. Dütting} et al., Math. Oper. Res. 49, No. 2, 856--879 (2024; Zbl 1540.60070) Full Text: DOI arXiv
Perninge, Magnus Optimal stopping of BSDEs with constrained jumps and related zero-sum games. (English) Zbl 07869135 Stochastic Processes Appl. 173, Article ID 104355, 29 p. (2024). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 93E20 91A15 PDFBibTeX XMLCite \textit{M. Perninge}, Stochastic Processes Appl. 173, Article ID 104355, 29 p. (2024; Zbl 07869135) Full Text: DOI arXiv
Bruss, F. Thomas Mathematical intuition, deep learning, and Robbins’ problem. (English) Zbl 07864378 Jahresber. Dtsch. Math.-Ver. 126, No. 2, 69-93 (2024). MSC: 60G40 68T01 68T20 PDFBibTeX XMLCite \textit{F. T. Bruss}, Jahresber. Dtsch. Math.-Ver. 126, No. 2, 69--93 (2024; Zbl 07864378) Full Text: DOI arXiv
Islas, José A. Oscillation criteria for stopping near the top of a random walk. (English) Zbl 07845688 Bol. Soc. Mat. Mex., III. Ser. 30, No. 2, Paper No. 43, 15 p. (2024). MSC: 60G40 PDFBibTeX XMLCite \textit{J. A. Islas}, Bol. Soc. Mat. Mex., III. Ser. 30, No. 2, Paper No. 43, 15 p. (2024; Zbl 07845688) Full Text: DOI arXiv
Moustakides, George V.; Liu, Xujun; Milenkovic, Olgica Optimal stopping methodology for the secretary problem with random queries. (English) Zbl 07845406 J. Appl. Probab. 61, No. 2, 578-602 (2024). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{G. V. Moustakides} et al., J. Appl. Probab. 61, No. 2, 578--602 (2024; Zbl 07845406) Full Text: DOI arXiv
Ekström, Erik; Wang, Yuqiong Stopping problems with an unknown state. (English) Zbl 07845402 J. Appl. Probab. 61, No. 2, 515-528 (2024). MSC: 60G40 60G35 93E10 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{Y. Wang}, J. Appl. Probab. 61, No. 2, 515--528 (2024; Zbl 07845402) Full Text: DOI arXiv
Morrow, Gregory J. Gambler’s ruin with random stopping. (English) Zbl 1536.60040 Stoch. Models 40, No. 2, 224-260 (2024). MSC: 60G40 PDFBibTeX XMLCite \textit{G. J. Morrow}, Stoch. Models 40, No. 2, 224--260 (2024; Zbl 1536.60040) Full Text: DOI
Alvarez E., Luis H. R.; Lempa, Jukka; Saarinen, Harto; Sillanpää, Wiljami Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (English) Zbl 07842660 Stochastic Processes Appl. 172, Article ID 104351, 23 p. (2024). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J60 49K45 PDFBibTeX XMLCite \textit{L. H. R. Alvarez E.} et al., Stochastic Processes Appl. 172, Article ID 104351, 23 p. (2024; Zbl 07842660) Full Text: DOI
Azze, A.; D’Auria, B.; García-Portugués, E. Optimal stopping of an Ornstein-Uhlenbeck bridge. (English) Zbl 1536.60039 Stochastic Processes Appl. 172, Article ID 104342, 16 p. (2024). MSC: 60G40 60G15 PDFBibTeX XMLCite \textit{A. Azze} et al., Stochastic Processes Appl. 172, Article ID 104342, 16 p. (2024; Zbl 1536.60039) Full Text: DOI arXiv
Ekström, Erik; Milazzo, Alessandro A detection problem with a monotone observation rate. (English) Zbl 1540.60071 Stochastic Processes Appl. 172, Article ID 104337, 19 p. (2024). MSC: 60G40 93E20 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{A. Milazzo}, Stochastic Processes Appl. 172, Article ID 104337, 19 p. (2024; Zbl 1540.60071) Full Text: DOI
Bodnariu, Andi; Christensen, Sören; Lindensjö, Kristoffer Local time pushed mixed equilibrium strategies for time-inconsistent stopping problems. (English) Zbl 1535.60071 SIAM J. Control Optim. 62, No. 2, 1261-1290 (2024). MSC: 60G40 60J70 91A10 91A25 91G80 PDFBibTeX XMLCite \textit{A. Bodnariu} et al., SIAM J. Control Optim. 62, No. 2, 1261--1290 (2024; Zbl 1535.60071) Full Text: DOI arXiv
Buzaianu, Elena M.; Chen, Pinyuen; Hsu, Lifang Selecting among treatments with two Bernoulli endpoints. (English) Zbl 07833912 Commun. Stat., Theory Methods 53, No. 6, 1964-1984 (2024). MSC: 60G40 62F07 62L05 PDFBibTeX XMLCite \textit{E. M. Buzaianu} et al., Commun. Stat., Theory Methods 53, No. 6, 1964--1984 (2024; Zbl 07833912) Full Text: DOI
Baurdoux, Erik J.; Pedraza, José M. \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process. (English) Zbl 07829785 Ann. Appl. Probab. 34, No. 1B, 1350-1402 (2024). MSC: 60G40 60G51 62M20 PDFBibTeX XMLCite \textit{E. J. Baurdoux} and \textit{J. M. Pedraza}, Ann. Appl. Probab. 34, No. 1B, 1350--1402 (2024; Zbl 07829785) Full Text: DOI arXiv
Brückerhoff, Martin; Huesmann, Martin Shadows and barriers. (English) Zbl 07829773 Ann. Appl. Probab. 34, No. 1B, 960-985 (2024). MSC: 60G40 60G42 60J45 PDFBibTeX XMLCite \textit{M. Brückerhoff} and \textit{M. Huesmann}, Ann. Appl. Probab. 34, No. 1B, 960--985 (2024; Zbl 07829773) Full Text: DOI arXiv
Bayraktar, Erhan; Yao, Song Optimal stopping with expectation constraints. (English) Zbl 1534.60051 Ann. Appl. Probab. 34, No. 1B, 917-959 (2024). MSC: 60G40 49L20 93E20 60G44 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{S. Yao}, Ann. Appl. Probab. 34, No. 1B, 917--959 (2024; Zbl 1534.60051) Full Text: DOI arXiv
Bednarz, Ewelina; Ernst, Philip A.; Osękowski, Adam On the diameter of the stopped spider process. (English) Zbl 1532.60079 Math. Oper. Res. 49, No. 1, 346-365 (2024). MSC: 60G40 91B70 60G44 PDFBibTeX XMLCite \textit{E. Bednarz} et al., Math. Oper. Res. 49, No. 1, 346--365 (2024; Zbl 1532.60079) Full Text: DOI arXiv
Lin, Yi-Shen A note on one-sided solutions for optimal stopping problems driven by Lévy processes. (English) Zbl 1532.60082 Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024). MSC: 60G40 62L15 60J10 60J65 PDFBibTeX XMLCite \textit{Y.-S. Lin}, Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024; Zbl 1532.60082) Full Text: DOI
Karimi, Nader; Salavati, Erfan; Assa, Hirbod; Adibi, Hojatollah A stochastic optimal stopping model for storable commodity prices. (English) Zbl 1525.60050 Stat. Probab. Lett. 204, Article ID 109941, 6 p. (2024). MSC: 60G40 91G05 91B24 62P20 PDFBibTeX XMLCite \textit{N. Karimi} et al., Stat. Probab. Lett. 204, Article ID 109941, 6 p. (2024; Zbl 1525.60050) Full Text: DOI
Berger, Quentin; Béthencourt, Loïc; Tardif, Camille On joint returns to zero of Bessel processes. arXiv:2406.19344 Preprint, arXiv:2406.19344 [math.PR] (2024). MSC: 60G40 60H30 BibTeX Cite \textit{Q. Berger} et al., ``On joint returns to zero of Bessel processes'', Preprint, arXiv:2406.19344 [math.PR] (2024) Full Text: arXiv OA License
Derbazi, Zakaria An Optimal Selection Problem Associated with the Poisson Process. arXiv:2406.15616 Preprint, arXiv:2406.15616 [math.PR] (2024). MSC: 60G40 33C15 BibTeX Cite \textit{Z. Derbazi}, ``An Optimal Selection Problem Associated with the Poisson Process'', Preprint, arXiv:2406.15616 [math.PR] (2024) Full Text: arXiv OA License
Derbazi, Zakaria Sum the Probabilities to \(m\) and Stop. arXiv:2406.07283 Preprint, arXiv:2406.07283 [math.PR] (2024). MSC: 60G40 BibTeX Cite \textit{Z. Derbazi}, ``Sum the Probabilities to $m$ and Stop'', Preprint, arXiv:2406.07283 [math.PR] (2024) Full Text: arXiv OA License
Ernst, Philip A.; Peskir, Goran The Gapeev-Shiryaev Conjecture. arXiv:2405.01685 Preprint, arXiv:2405.01685 [math.PR] (2024). MSC: 60G40 60J60 60H20 35H10 35K65 62C10 BibTeX Cite \textit{P. A. Ernst} and \textit{G. Peskir}, ``The Gapeev-Shiryaev Conjecture'', Preprint, arXiv:2405.01685 [math.PR] (2024) Full Text: arXiv OA License
Gao, Zhongqin; Zhou, Xiaowen; Lv, Yan An Optimal Dividend Problem for Skew Brownian Motion with Two-Valued Drift. arXiv:2402.11471 Preprint, arXiv:2402.11471 [math.PR] (2024). MSC: 60G40 60J80 93E20 BibTeX Cite \textit{Z. Gao} et al., ``An Optimal Dividend Problem for Skew Brownian Motion with Two-Valued Drift'', Preprint, arXiv:2402.11471 [math.PR] (2024) Full Text: arXiv OA License
Kharroubi, Idris; Ocello, Antonio Optimal Stopping of Branching Diffusion Processes. arXiv:2401.12811 Preprint, arXiv:2401.12811 [math.PR] (2024). MSC: 60G40 60J80 35J60 49L20 49L25 BibTeX Cite \textit{I. Kharroubi} and \textit{A. Ocello}, ``Optimal Stopping of Branching Diffusion Processes'', Preprint, arXiv:2401.12811 [math.PR] (2024) Full Text: arXiv OA License
Liang, Yuchen; Tartakovsky, Alexander G.; Veeravalli, Venugopal V. Quickest change detection with non-stationary post-change observations. (English) Zbl 07820893 IEEE Trans. Inf. Theory 69, No. 5, 3400-3414 (2023). MSC: 60G40 62L10 PDFBibTeX XMLCite \textit{Y. Liang} et al., IEEE Trans. Inf. Theory 69, No. 5, 3400--3414 (2023; Zbl 07820893) Full Text: DOI arXiv
Ernst, Philip; Mei, Hongwei Exact optimal stopping for multidimensional linear switching diffusions. (English) Zbl 1532.60081 Math. Oper. Res. 48, No. 3, 1589-1606 (2023). MSC: 60G40 93C30 PDFBibTeX XMLCite \textit{P. Ernst} and \textit{H. Mei}, Math. Oper. Res. 48, No. 3, 1589--1606 (2023; Zbl 1532.60081) Full Text: DOI arXiv
Boubaker, Sabri; Han, Xuyuan; Liu, Zhenya; Zhan, Yaosong Optimal filter rules for selling stocks in the emerging stock markets. (English) Zbl 1532.60080 Ann. Oper. Res. 330, No. 1-2, 211-242 (2023). MSC: 60G40 91G10 60J60 91B06 91B16 PDFBibTeX XMLCite \textit{S. Boubaker} et al., Ann. Oper. Res. 330, No. 1--2, 211--242 (2023; Zbl 1532.60080) Full Text: DOI
Bouhadou, Siham; Hilbert, Astrid; Ouknine, Youssef Optimal stopping in predictable setting. (English) Zbl 1533.60052 Probab. Uncertain. Quant. Risk 8, No. 4, 485-498 (2023). MSC: 60G40 60G44 60H99 PDFBibTeX XMLCite \textit{S. Bouhadou} et al., Probab. Uncertain. Quant. Risk 8, No. 4, 485--498 (2023; Zbl 1533.60052) Full Text: DOI
Pinsky, Ross G. The secretary problem with non-uniform arrivals via a left-to-right minimum exponentially tilted distribution. (English) Zbl 1533.60054 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1631-1642 (2023). MSC: 60G40 60C05 PDFBibTeX XMLCite \textit{R. G. Pinsky}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1631--1642 (2023; Zbl 1533.60054) Full Text: arXiv Link
He, Xihao; Tan, Xiaolu; Zou, Jun An exit contract optimization problem. (English) Zbl 1533.60053 ESAIM, Control Optim. Calc. Var. 29, Paper No. 82, 33 p. (2023). MSC: 60G40 49M25 60G07 93E20 PDFBibTeX XMLCite \textit{X. He} et al., ESAIM, Control Optim. Calc. Var. 29, Paper No. 82, 33 p. (2023; Zbl 1533.60053) Full Text: DOI arXiv OA License
Shashiashvili, Malkhaz The stochastic balance equation for the American option value function and its gradient. (English) Zbl 1533.60055 Stochastic Processes Appl. 166, Article ID 104224, 17 p. (2023). MSC: 60G40 60H10 91G60 91G10 PDFBibTeX XMLCite \textit{M. Shashiashvili}, Stochastic Processes Appl. 166, Article ID 104224, 17 p. (2023; Zbl 1533.60055) Full Text: DOI arXiv
Gao, Chengfan; Gao, Siping; Hu, Ruimeng; Zhu, Zimu Convergence of the backward deep BSDE method with applications to optimal stopping problems. (English) Zbl 1527.60031 SIAM J. Financ. Math. 14, No. 4, 1290-1303 (2023). MSC: 60G40 60H35 65C30 PDFBibTeX XMLCite \textit{C. Gao} et al., SIAM J. Financ. Math. 14, No. 4, 1290--1303 (2023; Zbl 1527.60031) Full Text: DOI arXiv
Rogers, L. C. G. What next? (English) Zbl 1525.60051 Morel, Jean-Michel (ed.) et al., Mathematics going forward. Collected mathematical brushstrokes. Cham: Springer. Lect. Notes Math. 2313, 87-94 (2023). MSC: 60G40 91G60 90C39 90C40 PDFBibTeX XMLCite \textit{L. C. G. Rogers}, Lect. Notes Math. 2313, 87--94 (2023; Zbl 1525.60051) Full Text: DOI
Wu, Zhuoshu Optimal stopping problems with a random time horizon. (Abstract of thesis). (English) Zbl 1523.60072 Bull. Aust. Math. Soc. 108, No. 2, 345-346 (2023). MSC: 60G40 35R35 45G10 60J65 60G51 62M20 PDFBibTeX XMLCite \textit{Z. Wu}, Bull. Aust. Math. Soc. 108, No. 2, 345--346 (2023; Zbl 1523.60072) Full Text: DOI
Djehiche, Boualem; Martini, Mattia Time-inconsistent mean-field optimal stopping: a limit approach. (English) Zbl 1537.60051 J. Math. Anal. Appl. 528, No. 1, Article ID 127582, 26 p. (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91A16 91A80 PDFBibTeX XMLCite \textit{B. Djehiche} and \textit{M. Martini}, J. Math. Anal. Appl. 528, No. 1, Article ID 127582, 26 p. (2023; Zbl 1537.60051) Full Text: DOI arXiv OA License
Buonaguidi, Bruno Finite horizon sequential detection with exponential penalty for the delay. (English) Zbl 1515.60108 J. Optim. Theory Appl. 198, No. 1, 224-238 (2023). MSC: 60G40 62L10 60J65 62C10 60H30 PDFBibTeX XMLCite \textit{B. Buonaguidi}, J. Optim. Theory Appl. 198, No. 1, 224--238 (2023; Zbl 1515.60108) Full Text: DOI
Talbi, Mehdi; Touzi, Nizar; Zhang, Jianfeng Dynamic programming equation for the mean field optimal stopping problem. (English) Zbl 1515.60113 SIAM J. Control Optim. 61, No. 4, 2140-2164 (2023). MSC: 60G40 49N80 35Q89 90C39 PDFBibTeX XMLCite \textit{M. Talbi} et al., SIAM J. Control Optim. 61, No. 4, 2140--2164 (2023; Zbl 1515.60113) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon A new integral equation for Brownian stopping problems with finite time horizon. (English) Zbl 1526.60031 Stochastic Processes Appl. 162, 338-360 (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{S. Fischer}, Stochastic Processes Appl. 162, 338--360 (2023; Zbl 1526.60031) Full Text: DOI arXiv
Talbi, Mehdi; Touzi, Nizar; Zhang, Jianfeng Viscosity solutions for obstacle problems on Wasserstein space. (English) Zbl 1515.60112 SIAM J. Control Optim. 61, No. 3, 1712-1736 (2023). MSC: 60G40 35Q89 49N80 49L25 60H30 PDFBibTeX XMLCite \textit{M. Talbi} et al., SIAM J. Control Optim. 61, No. 3, 1712--1736 (2023; Zbl 1515.60112) Full Text: DOI arXiv
Cai, Cheng; De Angelis, Tiziano; Palczewski, Jan On the continuity of optimal stopping surfaces for jump-diffusions. (English) Zbl 1515.60109 SIAM J. Control Optim. 61, No. 3, 1513-1531 (2023). MSC: 60G40 35R35 60J60 60J76 PDFBibTeX XMLCite \textit{C. Cai} et al., SIAM J. Control Optim. 61, No. 3, 1513--1531 (2023; Zbl 1515.60109) Full Text: DOI arXiv
Bayer, Christian; Hager, Paul P.; Riedel, Sebastian; Schoenmakers, John Optimal stopping with signatures. (English) Zbl 1537.60050 Ann. Appl. Probab. 33, No. 1, 238-273 (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60L10 60L20 91G60 PDFBibTeX XMLCite \textit{C. Bayer} et al., Ann. Appl. Probab. 33, No. 1, 238--273 (2023; Zbl 1537.60050) Full Text: DOI arXiv
Bednorz, Witold M.; Łochowski, Rafał M. Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions. (English) Zbl 1538.60063 Bernoulli 29, No. 3, 2219-2246 (2023). MSC: 60G40 60J60 PDFBibTeX XMLCite \textit{W. M. Bednorz} and \textit{R. M. Łochowski}, Bernoulli 29, No. 3, 2219--2246 (2023; Zbl 1538.60063) Full Text: DOI arXiv Link
Glover, Kristoffer With or without replacement? Sampling uncertainty in Shepp’s urn scheme. (English) Zbl 1516.60025 J. Appl. Probab. 60, No. 2, 661-675 (2023). MSC: 60G40 91G20 60J65 62L15 PDFBibTeX XMLCite \textit{K. Glover}, J. Appl. Probab. 60, No. 2, 661--675 (2023; Zbl 1516.60025) Full Text: DOI arXiv
Li, Hanwu Optimal multiple stopping problem under nonlinear expectation. (English) Zbl 1523.60071 Adv. Appl. Probab. 55, No. 1, 151-178 (2023). MSC: 60G40 60H30 PDFBibTeX XMLCite \textit{H. Li}, Adv. Appl. Probab. 55, No. 1, 151--178 (2023; Zbl 1523.60071) Full Text: DOI arXiv
Kosmala, Tomasz; Martyr, Randall; Moriarty, John Markov risk mappings and risk-sensitive optimal prediction. (English) Zbl 1523.60069 Math. Methods Oper. Res. 97, No. 1, 91-116 (2023). MSC: 60G40 91B08 91B06 90C40 PDFBibTeX XMLCite \textit{T. Kosmala} et al., Math. Methods Oper. Res. 97, No. 1, 91--116 (2023; Zbl 1523.60069) Full Text: DOI arXiv OA License
Buonaguidi, B. An optimal sequential procedure for determining the drift of a Brownian motion among three values. (English) Zbl 1509.60097 Stochastic Processes Appl. 159, 320-349 (2023). MSC: 60G40 62L10 60J65 62C10 PDFBibTeX XMLCite \textit{B. Buonaguidi}, Stochastic Processes Appl. 159, 320--349 (2023; Zbl 1509.60097) Full Text: DOI OA License
Tong, Jinying; Wu, Ruifang; Zhang, Qianqian; Zhang, Zhenzhong; Zhu, Enwen First passage time and mean exit time for switching Brownian motion. (English) Zbl 1509.60099 Stoch. Dyn. 23, No. 1, Article ID 2350015, 25 p. (2023). MSC: 60G40 60J65 60J60 60H10 60J05 PDFBibTeX XMLCite \textit{J. Tong} et al., Stoch. Dyn. 23, No. 1, Article ID 2350015, 25 p. (2023; Zbl 1509.60099) Full Text: DOI
Aldous, David J.; Bruss, F. Thomas Gambling under unknown probabilities as proxy for real world decisions under uncertainty. (English) Zbl 1509.60096 Am. Math. Mon. 130, No. 4, 303-320 (2023). MSC: 60G40 PDFBibTeX XMLCite \textit{D. J. Aldous} and \textit{F. T. Bruss}, Am. Math. Mon. 130, No. 4, 303--320 (2023; Zbl 1509.60096) Full Text: DOI arXiv
Lempa, Jukka; Saarinen, Harto A zero-sum Poisson stopping game with asymmetric signal rates. (English) Zbl 1523.60070 Appl. Math. Optim. 87, No. 3, Paper No. 35, 32 p. (2023). MSC: 60G40 49L20 91A05 91A55 60J60 PDFBibTeX XMLCite \textit{J. Lempa} and \textit{H. Saarinen}, Appl. Math. Optim. 87, No. 3, Paper No. 35, 32 p. (2023; Zbl 1523.60070) Full Text: DOI OA License
Klump, A.; Kolb, M. Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary. (English. Russian original) Zbl 1507.60053 Theory Probab. Appl. 67, No. 4, 570-592 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 570-592 (2022). MSC: 60G40 60J65 PDFBibTeX XMLCite \textit{A. Klump} and \textit{M. Kolb}, Theory Probab. Appl. 67, No. 4, 570--592 (2023; Zbl 1507.60053); translation from Teor. Veroyatn. Primen. 67, No. 4, 570--592 (2022) Full Text: DOI
Kim, Mun-Chol; O, Hun; Hwang, Ho-Jin Optimal stopping under \(g\)-expectation with \(L \exp \left(\mu\sqrt{2\log(1+L)}\right)\)-integrable reward process. (English) Zbl 1515.60111 J. Appl. Probab. 60, No. 1, 241-252 (2023). MSC: 60G40 60H10 60H30 PDFBibTeX XMLCite \textit{M.-C. Kim} et al., J. Appl. Probab. 60, No. 1, 241--252 (2023; Zbl 1515.60111) Full Text: DOI
Gnedin, Alexander; Kozieł, Patryk; Sulkowska, Małgorzata Running minimum in the best-choice problem. (English) Zbl 1515.60110 Extremes 26, No. 1, 157-182 (2023). MSC: 60G40 60G55 PDFBibTeX XMLCite \textit{A. Gnedin} et al., Extremes 26, No. 1, 157--182 (2023; Zbl 1515.60110) Full Text: DOI arXiv OA License
Kubicka, Ewa M.; Kubicki, Grzegorz; Kuchta, Małgorzata; Morayne, Michał Secretary problem with hidden information; searching for a high merit candidate. (English) Zbl 1526.60032 Adv. Appl. Math. 144, Article ID 102468, 35 p. (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 90C27 PDFBibTeX XMLCite \textit{E. M. Kubicka} et al., Adv. Appl. Math. 144, Article ID 102468, 35 p. (2023; Zbl 1526.60032) Full Text: DOI
Bayón, L.; Fortuny Ayuso, P.; Grau, J. M.; Oller-Marcén, A. M.; Ruiz, M. M. A new method for computing asymptotic results in optimal stopping problems. (English) Zbl 1499.60127 Bull. Malays. Math. Sci. Soc. (2) 46, No. 1, Paper No. 46, 37 p. (2023). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{L. Bayón} et al., Bull. Malays. Math. Sci. Soc. (2) 46, No. 1, Paper No. 46, 37 p. (2023; Zbl 1499.60127) Full Text: DOI arXiv
Marzougue, Mohamed Non-linear Dynkin games over split stopping times. (English) Zbl 1499.60132 Stat. Probab. Lett. 193, Article ID 109721, 7 p. (2023). MSC: 60G40 91A15 60H10 PDFBibTeX XMLCite \textit{M. Marzougue}, Stat. Probab. Lett. 193, Article ID 109721, 7 p. (2023; Zbl 1499.60132) Full Text: DOI
Dai, Suhang; Menoukeu-Pamen, Olivier An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. (English) Zbl 1498.60160 J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023). MSC: 60G40 65C20 60J25 47D07 60J35 PDFBibTeX XMLCite \textit{S. Dai} and \textit{O. Menoukeu-Pamen}, J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023; Zbl 1498.60160) Full Text: DOI OA License
Villarroel, Javier; Vega, Juan A. Escape probabilities from an interval for compound Poisson processes with drift. (English) Zbl 1497.60063 Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 93-105 (2023). MSC: 60G40 60G44 60J76 PDFBibTeX XMLCite \textit{J. Villarroel} and \textit{J. A. Vega}, Stud. Syst. Decis. Control 445, 93--105 (2023; Zbl 1497.60063) Full Text: DOI
Cox, Alexander M. G.; Grass, Annemarie M. Delayed switching identities and multi-marginal solutions to the Skorokhod embedding problem. arXiv:2312.04218 Preprint, arXiv:2312.04218 [math.PR] (2023). MSC: 60G40 60J65 91G20 BibTeX Cite \textit{A. M. G. Cox} and \textit{A. M. Grass}, ``Delayed switching identities and multi-marginal solutions to the Skorokhod embedding problem'', Preprint, arXiv:2312.04218 [math.PR] (2023) Full Text: arXiv OA License
Christensen, Sören; Klein, Maike; Schultz, Boy On the time consistent solution to optimal stopping problems with expectation constraint. arXiv:2311.05378 Preprint, arXiv:2311.05378 [math.PR] (2023). MSC: 60G40 60J70 91A25 91B51 BibTeX Cite \textit{S. Christensen} et al., ``On the time consistent solution to optimal stopping problems with expectation constraint'', Preprint, arXiv:2311.05378 [math.PR] (2023) Full Text: arXiv OA License
Ernst, Philip; Mei, Hongwei The Minimax Wiener Sequential Testing Problem. arXiv:2311.00137 Preprint, arXiv:2311.00137 [math.OC] (2023). MSC: 60G40 93C30 60H30 91B70 BibTeX Cite \textit{P. Ernst} and \textit{H. Mei}, ``The Minimax Wiener Sequential Testing Problem'', Preprint, arXiv:2311.00137 [math.OC] (2023) Full Text: arXiv OA License
He, Xihao On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise. arXiv:2310.00407 Preprint, arXiv:2310.00407 [math.PR] (2023). MSC: 60G40 60G44 60G07 93E15 BibTeX Cite \textit{X. He}, ``On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise'', Preprint, arXiv:2310.00407 [math.PR] (2023) Full Text: arXiv OA License
Pinsky, Ross G.; Zilca, Tomer The secretary problem with items arriving according to a random permutation avoiding a pattern of length three. arXiv:2307.10611 Preprint, arXiv:2307.10611 [math.PR] (2023). MSC: 60G40 60C05 BibTeX Cite \textit{R. G. Pinsky} and \textit{T. Zilca}, ``The secretary problem with items arriving according to a random permutation avoiding a pattern of length three'', Preprint, arXiv:2307.10611 [math.PR] (2023) Full Text: arXiv OA License
Kosmala, Tomasz; Moriarty, John Optimal stopping with nonlinear expectation: geometric and algorithmic solutions. arXiv:2306.17623 Preprint, arXiv:2306.17623 [math.OC] (2023). MSC: 60G40 91B08 91B06 60J25 BibTeX Cite \textit{T. Kosmala} and \textit{J. Moriarty}, ``Optimal stopping with nonlinear expectation: geometric and algorithmic solutions'', Preprint, arXiv:2306.17623 [math.OC] (2023) Full Text: arXiv OA License
Hajjej, Ishak; Hillairet, Caroline; Mnif, Mohamed The value of the information in the Moral Hazard setting. arXiv:2304.03341 Preprint, arXiv:2304.03341 [math.OC] (2023). MSC: 60G40 91B40 91B70 BibTeX Cite \textit{I. Hajjej} et al., ``The value of the information in the Moral Hazard setting'', Preprint, arXiv:2304.03341 [math.OC] (2023) Full Text: arXiv OA License
Arharas, Ihsan; Bouhadou, Siham; Hilbert, Astrid; Ouknine, Youssef Optimal Stopping Under Model Uncertainty in a General Setting. arXiv:2303.16847 Preprint, arXiv:2303.16847 [math.PR] (2023). MSC: 60G40 60H30 60G07 BibTeX Cite \textit{I. Arharas} et al., ``Optimal Stopping Under Model Uncertainty in a General Setting'', Preprint, arXiv:2303.16847 [math.PR] (2023) Full Text: arXiv OA License
He, Xihao; Tan, Xiaolu; Zou, Jun A mean-field version of Bank-El Karoui’s representation of stochastic processes. arXiv:2302.03300 Preprint, arXiv:2302.03300 [math.PR] (2023). MSC: 60G40 93E20 60G07 93E15 BibTeX Cite \textit{X. He} et al., ``A mean-field version of Bank-El Karoui's representation of stochastic processes'', Preprint, arXiv:2302.03300 [math.PR] (2023) Full Text: arXiv OA License
Rukavicka, Josef Secretary problem and two almost the same consecutive applicants. (English) Zbl 1524.60081 Math. Appl. (Warsaw) 50, No. 2, 165-181 (2022). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{J. Rukavicka}, Math. Appl. (Warsaw) 50, No. 2, 165--181 (2022; Zbl 1524.60081) Full Text: DOI arXiv
Crocce, Fabián; Mordecki, Ernesto An algorithm to solve optimal stopping problems for one-dimensional diffusions. (English) Zbl 1502.60054 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1353-1375 (2022). MSC: 60G40 60J40 PDFBibTeX XMLCite \textit{F. Crocce} and \textit{E. Mordecki}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1353--1375 (2022; Zbl 1502.60054) Full Text: arXiv Link
Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou Short communication: stability of time-inconsistent stopping for one-dimensional diffusions. (English) Zbl 1504.60061 SIAM J. Financ. Math. 13, No. 4, SC123-SC135 (2022). MSC: 60G40 49J45 49K40 91A11 91A15 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 13, No. 4, SC123-SC135 (2022; Zbl 1504.60061) Full Text: DOI arXiv
Hussain, Abid; Cheema, Salman A. The symmetric \(4\)-player gambler’s problem with unequal initial stakes. (English) Zbl 1499.60130 Math. Slovaca 72, No. 6, 1641-1646 (2022). MSC: 60G40 PDFBibTeX XMLCite \textit{A. Hussain} and \textit{S. A. Cheema}, Math. Slovaca 72, No. 6, 1641--1646 (2022; Zbl 1499.60130) Full Text: DOI
Ernst, Philip A.; Peskir, Goran Quickest real-time detection of a Brownian coordinate drift. (English) Zbl 1499.60129 Ann. Appl. Probab. 32, No. 4, 2652-2670 (2022). MSC: 60G40 60J65 60H30 35J15 45G10 62C10 PDFBibTeX XMLCite \textit{P. A. Ernst} and \textit{G. Peskir}, Ann. Appl. Probab. 32, No. 4, 2652--2670 (2022; Zbl 1499.60129) Full Text: DOI arXiv
Klimsiak, Tomasz; Rozkosz, Andrzej Long-time asymptotic behaviour of the value function in nonlinear stopping problems. (English) Zbl 1507.60052 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1133-1160 (2022). MSC: 60G40 60H10 91G20 PDFBibTeX XMLCite \textit{T. Klimsiak} and \textit{A. Rozkosz}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1133--1160 (2022; Zbl 1507.60052) Full Text: arXiv Link
Colaneri, Katia; De Angelis, Tiziano A class of recursive optimal stopping problems with applications to stock trading. (English) Zbl 1520.60026 Math. Oper. Res. 47, No. 3, 1833-1861 (2022). Reviewer: Pavel Gapeev (London) MSC: 60G40 60G44 91G80 PDFBibTeX XMLCite \textit{K. Colaneri} and \textit{T. De Angelis}, Math. Oper. Res. 47, No. 3, 1833--1861 (2022; Zbl 1520.60026) Full Text: DOI arXiv
Chen, Kexin; Jeon, Junkee; Wong, Hoi Ying Optimal retirement under partial information. (English) Zbl 1509.60098 Math. Oper. Res. 47, No. 3, 1802-1832 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 93E20 49K10 PDFBibTeX XMLCite \textit{K. Chen} et al., Math. Oper. Res. 47, No. 3, 1802--1832 (2022; Zbl 1509.60098) Full Text: DOI
Gapeev, Pavel V.; Al Motairi, Hessah Discounted optimal stopping problems in first-passage time models with random thresholds. (English) Zbl 1517.60046 J. Appl. Probab. 59, No. 3, 714-733 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 60J60 35R35 91G20 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{H. Al Motairi}, J. Appl. Probab. 59, No. 3, 714--733 (2022; Zbl 1517.60046) Full Text: DOI Link
Källblad, Sigrid A dynamic programming approach to distribution-constrained optimal stopping. (English) Zbl 1503.60050 Ann. Appl. Probab. 32, No. 3, 1902-1928 (2022). MSC: 60G40 49L20 58E25 60G57 62L15 93E20 PDFBibTeX XMLCite \textit{S. Källblad}, Ann. Appl. Probab. 32, No. 3, 1902--1928 (2022; Zbl 1503.60050) Full Text: DOI
Buonaguidi, B. The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria. (English) Zbl 1498.60158 Stat. Probab. Lett. 189, Article ID 109548, 8 p. (2022). MSC: 60G40 60J60 62C10 62L15 PDFBibTeX XMLCite \textit{B. Buonaguidi}, Stat. Probab. Lett. 189, Article ID 109548, 8 p. (2022; Zbl 1498.60158) Full Text: DOI
Ekström, Erik; Wang, Yuqiong Multi-dimensional sequential testing and detection. (English) Zbl 1492.60102 Stochastics 94, No. 5, 789-806 (2022). MSC: 60G40 62L10 62L15 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{Y. Wang}, Stochastics 94, No. 5, 789--806 (2022; Zbl 1492.60102) Full Text: DOI arXiv OA License
Chen, Fang; Guo, Xianping; Liao, Zhong-Wei Optimal stopping time on semi-Markov processes with finite horizon. (English) Zbl 1491.60055 J. Optim. Theory Appl. 194, No. 2, 408-439 (2022). MSC: 60G40 60K15 90C40 PDFBibTeX XMLCite \textit{F. Chen} et al., J. Optim. Theory Appl. 194, No. 2, 408--439 (2022; Zbl 1491.60055) Full Text: DOI arXiv
Pinsky, Ross G. The secretary problem with biased arrival order via a Mallows distribution. (English) Zbl 1492.60103 Adv. Appl. Math. 140, Article ID 102386, 9 p. (2022). MSC: 60G40 60C05 PDFBibTeX XMLCite \textit{R. G. Pinsky}, Adv. Appl. Math. 140, Article ID 102386, 9 p. (2022; Zbl 1492.60103) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon On the \(\frac{S_n}{n}\) problem. (English) Zbl 1496.60036 J. Appl. Probab. 59, No. 2, 571-583 (2022). MSC: 60G40 60G50 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{S. Fischer}, J. Appl. Probab. 59, No. 2, 571--583 (2022; Zbl 1496.60036) Full Text: DOI arXiv
Gapeev, Pavel V. Discounted optimal stopping problems in continuous hidden Markov models. (English) Zbl 1503.60049 Stochastics 94, No. 3, 335-364 (2022). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 60G40 91G20 60J22 PDFBibTeX XMLCite \textit{P. V. Gapeev}, Stochastics 94, No. 3, 335--364 (2022; Zbl 1503.60049) Full Text: DOI OA License
Hamadène, Said; Jasso-Fuentes, Héctor; Osorio-Agudelo, Yamid A. On a switching control problem with càdlàg costs. (English) Zbl 1496.60038 Stochastics 94, No. 1, 51-85 (2022). MSC: 60G40 62P20 91G50 93E20 PDFBibTeX XMLCite \textit{S. Hamadène} et al., Stochastics 94, No. 1, 51--85 (2022; Zbl 1496.60038) Full Text: DOI arXiv
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 1490.60097 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 PDFBibTeX XMLCite \textit{P. V. Gapeev} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 789--813 (2022; Zbl 1490.60097) Full Text: DOI OA License
Christensen, Sören; Sohr, Tobias General optimal stopping with linear cost. (English) Zbl 1495.60030 Sequential Anal. 41, No. 1, 35-52 (2022). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{T. Sohr}, Sequential Anal. 41, No. 1, 35--52 (2022; Zbl 1495.60030) Full Text: DOI arXiv
Çağlar, M.; Kyprianou, A.; Vardar-Acar, C. An optimal stopping problem for spectrally negative Markov additive processes. (English) Zbl 1490.60096 Stochastic Processes Appl. 150, 1109-1138 (2022). MSC: 60G40 PDFBibTeX XMLCite \textit{M. Çağlar} et al., Stochastic Processes Appl. 150, 1109--1138 (2022; Zbl 1490.60096) Full Text: DOI arXiv
Johnson, P.; Pedersen, J. L.; Peskir, G.; Zucca, C. Detecting the presence of a random drift in Brownian motion. (English) Zbl 1494.60044 Stochastic Processes Appl. 150, 1068-1090 (2022). MSC: 60G40 62L10 62L15 60J65 PDFBibTeX XMLCite \textit{P. Johnson} et al., Stochastic Processes Appl. 150, 1068--1090 (2022; Zbl 1494.60044) Full Text: DOI
Bruss, F. Thomas; Rogers, L. C. G. The 1/e-strategy is sub-optimal for the problem of best choice under no information. (English) Zbl 1494.60041 Stochastic Processes Appl. 150, 1059-1067 (2022). MSC: 60G40 PDFBibTeX XMLCite \textit{F. T. Bruss} and \textit{L. C. G. Rogers}, Stochastic Processes Appl. 150, 1059--1067 (2022; Zbl 1494.60041) Full Text: DOI arXiv Link
Glover, Kristoffer Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 1494.60042 Stochastic Processes Appl. 150, 919-937 (2022). MSC: 60G40 62F15 PDFBibTeX XMLCite \textit{K. Glover}, Stochastic Processes Appl. 150, 919--937 (2022; Zbl 1494.60042) Full Text: DOI arXiv
Hobson, David; Zeng, Matthew Constrained optimal stopping, liquidity and effort. (English) Zbl 1494.60043 Stochastic Processes Appl. 150, 819-843 (2022). MSC: 60G40 PDFBibTeX XMLCite \textit{D. Hobson} and \textit{M. Zeng}, Stochastic Processes Appl. 150, 819--843 (2022; Zbl 1494.60043) Full Text: DOI arXiv Link
Bayraktar, Erhan; Bernhardt, Thomas On the continuity of the Root barrier. (English) Zbl 1517.60045 Proc. Am. Math. Soc. 150, No. 7, 3133-3145 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{T. Bernhardt}, Proc. Am. Math. Soc. 150, No. 7, 3133--3145 (2022; Zbl 1517.60045) Full Text: DOI arXiv
Gapeev, Pavel V.; Li, Libo Optimal stopping problems for maxima and minima in models with asymmetric information. (English) Zbl 1497.60060 Stochastics 94, No. 4, 602-628 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{L. Li}, Stochastics 94, No. 4, 602--628 (2022; Zbl 1497.60060) Full Text: DOI Link OA License
Goldenshluger, Alexander; Zeevi, Assaf Optimal stopping of a random sequence with unknown distribution. (English) Zbl 1497.60061 Math. Oper. Res. 47, No. 1, 29-49 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{A. Goldenshluger} and \textit{A. Zeevi}, Math. Oper. Res. 47, No. 1, 29--49 (2022; Zbl 1497.60061) Full Text: DOI
Li, Hanwu Optimal multiple stopping problems under \(g\)-expectation. (English) Zbl 1491.60056 Appl. Math. Optim. 85, No. 2, Paper No. 17, 33 p. (2022). MSC: 60G40 PDFBibTeX XMLCite \textit{H. Li}, Appl. Math. Optim. 85, No. 2, Paper No. 17, 33 p. (2022; Zbl 1491.60056) Full Text: DOI arXiv