Sören Christensen, Paavo Salminen, “Impulse control and expected suprema”, Adv. Appl. Probab., 49, no. 1, 2017, 238
Sören Christensen, “An effective method for the explicit solution of sequential problems on the real line”, Sequential Analysis, 36, no. 1, 2017, 2
F. Dufour, A. B. Piunovskiy, “Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach”, J. Appl. Probab., 47, no. 04, 2010, 947
Alexander G. Tartakovsky, “Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen”, Sequential Analysis, 36, no. 1, 2017, 19
Svetlana I. Boyarchenko, Sergei Z. Levendorskii, “Preemption Games Under Levy Uncertainty”, SSRN Journal, 2011
Sören Christensen, Paavo Salminen, Bao Quoc Ta, “Optimal stopping of strong Markov processes”, Stochastic Processes and their Applications, 123, no. 3, 2013, 1138
Shoou-Ren Hsiau, Yi-Shen Lin, Yi-Ching Yao, “Logconcave reward functions and optimal stopping rules of threshold form”, Electron. J. Probab., 19, no. none, 2014
Yuan-Chung Sheu, Ming-Yao Tsai, “On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes”, Journal of Applied Probability, 49, no. 2, 2012, 531
Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, J. Appl. Probab., 49, no. 01, 2012, 22
Sören Christensen, Albrecht Irle, Alexander Novikov, “An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences”, Sequential Analysis, 30, no. 1, 2011, 79