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Optimal Stopping

  • Approximative solutions of optimal stopping and selection problems. Preprint (2015) (pdf). Mathematica Applicanda 44 (1)  (2016) , 17–44 (doi:10.14708/ma.v44i1.826)
  • Optimal multiple stopping with sum-payoff. Coauthor: A. Faller. ТВП 57 (2) (2012), 384–395. (Teor. Veroyatnost. i Primenen. 57 (2) (2012), 384–395) (pdf, doi:10.4213/tvp4455, Mi tvp4455)
  • Approximative solutions of best choice problems. Coauthor: A. Faller. Electronic Journal of Probability 17 (54) (2012), 1–22. (pdf)
  • On approximative solutions of multistopping problems. Coauthor: A. Faller. Annals Appl. Probability 21 (2011), 1965–1993 (pdf)
  • On approximative solutions of optimal stopping problems. Coauthor: A. Faller. Advances Appl. Probability 43 (2011), 1086–1108 (pdf)
  • Optimal stopping of integral functionals and a "no-loss" free boundary formulation. Coauthors: D. Belomestny and M. Urusov. Preprint (2007) (pdf). Theory Probab. Appl. 54 (2010), 14–28 (doi:10.1137/S0040585X97983961)
  • On a class of optimal stopping problems for diffusions with discontinuous coefficients. Coauthor: M. Urusov. Ann. Appl. Probability 18 (2008), 847–878 (pdf)
  • Optimal stopping and cluster point processes. Coauthor: R. Kühne. Statistics & Decisions 21 (2003), 261–282 (pdf, doi:10.1524/stnd.21.3.261.23431)  
    Oldenbourg Wissenschaftsverlag, München (http://www.degruyter.com/view/j/strm
  • On the optimal stopping values induced by general dependence structures. Coauthor: A. Müller. Preprint (2001) (pdf). Annals Appl. Probability 38 (2001), 672–684 
  • Approximate optimal stopping of dependent sequences. Coauthor: R. Kühne. Preprint (2000) (pdf). Theory of Probability and Its Applications 48 (3) (2003), 465–480
  • On a best choice problem for discounted sequences. Coauthor: R. Kühne. Theory Probab. Appl. 45 (2000), 673–677 (pdf)
  • Optimal stopping with discount and observation costs. Coauthor: R. Kühne. Journ. Appl. Probab. 37 (2000), 64–72 (pdf)
  • On optimal two-stopping problems. Coauthor: R. Kühne. In: Limit Theorems in Probability and Statistics II. Eds.: Berkes, et al. (1999), 261–271 (pdf)
  •  Approximation of optimal stopping problems. Coauthor: R. Kühne. Stochastic Processes Appl. 90 (2000), 301–325 (pdf)

 

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