39 citations to https://www.mathnet.ru/rus/tvp227
  1. Christensen S., Salminen P., “Impulse control and expected suprema”, Adv. Appl. Probab., 49:1 (2017), 238–257  crossref  mathscinet  isi  scopus
  2. Christensen S., “An effective method for the explicit solution of sequential problems on the real line”, Seq. Anal., 36:1 (2017), 2–18  crossref  mathscinet  zmath  isi  scopus
  3. Tartakovsky A.G., “Discussion on ?An effective method for the explicit solution of sequential problems on the real line? by S?ren Christensen”, Seq. Anal., 36:1 (2017), 19–23  crossref  mathscinet  zmath  isi  scopus
  4. Johan G. Andreasson, Pavel V. Shevchenko, “Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems”, SSRN Journal, 2017  crossref
  5. Mordecki E. Mishura Yu., “Optimal Stopping for Lévy Processes with One-Sided Solutions”, SIAM J. Control Optim., 54:5 (2016), 2553–2567  crossref  mathscinet  zmath  isi  elib  scopus
  6. Bao Quoc Ta, “Averaging Problems of Running Processes Associated With Brownian Motion and Applications”, Int. J. Math., 26:3 (2015), 1550028  crossref  mathscinet  zmath  isi  scopus
  7. Ta B.Q., “Probabilistic Approach To Appell Polynomials”, Expo. Math., 33:3 (2015), 269–294  crossref  mathscinet  zmath  isi  scopus
  8. Shoou-Ren Hsiau, Yi-Shen Lin, Yi-Ching Yao, “Logconcave reward functions and optimal stopping rules of threshold form”, Electron. J. Probab., 19:none (2014)  crossref
  9. Andreas E. Kyprianou, Universitext, Fluctuations of Lévy Processes with Applications, 2014, 307  crossref
  10. Christensen S., Salminen P., Bao Quoc Ta, “Optimal Stopping of Strong Markov Processes”, Stoch. Process. Their Appl., 123:3 (2013), 1138–1159  crossref  mathscinet  zmath  isi  scopus
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