33 citations to 10.1080/17442500601090409 (Crossref Cited-By Service)
  1. G. Deligiannidis, H. Le, S. Utev, “Optimal Stopping for Processes with Independent Increments, and Applications”, Journal of Applied Probability, 46, no. 4, 2009, 1130  crossref
  2. Yi-Shen Lin, “A note on one-sided solutions for optimal stopping problems driven by Lévy processes”, Statistics & Probability Letters, 206, 2024, 109989  crossref
  3. G. Deligiannidis, H. Le, S. Utev, “Optimal Stopping for Processes with Independent Increments, and Applications”, J. Appl. Probab., 46, no. 04, 2009, 1130  crossref
  4. Yuan-Chung Sheu, Ming-Yao Tsai, “On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes”, J. Appl. Probab., 49, no. 02, 2012, 531  crossref
  5. Sören Christensen, Albrecht Irle, “A general method for finding the optimal threshold in discrete time”, Stochastics, 91, no. 5, 2019, 728  crossref
  6. Sören Christensen, “On the solution of general impulse control problems using superharmonic functions”, Stochastic Processes and their Applications, 124, no. 1, 2014, 709  crossref
  7. Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, Journal of Applied Probability, 49, no. 1, 2012, 22  crossref
  8. F. Dufour, A. B. Piunovskiy, “Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach”, Journal of Applied Probability, 47, no. 4, 2010, 947  crossref
  9. Sören Christensen, Tobias Sohr, “A solution technique for Lévy driven long term average impulse control problems”, Stochastic Processes and their Applications, 130, no. 12, 2020, 7303  crossref
  10. Bao Quoc Ta, “Averaging problems of running processes associated with Brownian motion and applications”, Int. J. Math., 26, no. 03, 2015, 1550028  crossref
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