11![Optimal Stopping and Applications http://www.im.pwr.wroc.pl/6ecm/?page_id=76 ORGANIZERS: F. Thomas Bruss (Universite Libre de Bruxelles, BE), Krzysztof Szajowski (Wrocław University of Technology, PL) Tuesday, July 3, 1 Optimal Stopping and Applications http://www.im.pwr.wroc.pl/6ecm/?page_id=76 ORGANIZERS: F. Thomas Bruss (Universite Libre de Bruxelles, BE), Krzysztof Szajowski (Wrocław University of Technology, PL) Tuesday, July 3, 1](https://www.pdfsearch.io/img/2c2ab9af73320b39116ca7156aa23ae6.jpg) | Add to Reading ListSource URL: www.6ecm.plLanguage: English - Date: 2012-05-29 12:11:31
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12![Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping](https://www.pdfsearch.io/img/ed51fdf379206a66501fbef80d7b09a5.jpg) | Add to Reading ListSource URL: www.maths.bath.ac.ukLanguage: English - Date: 2008-11-04 08:46:00
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13![The Root solution to the multi–marginal embedding problem: an optimal stopping and time–reversal approach∗ Alexander M. G. Cox† Jan Obl´oj‡ The Root solution to the multi–marginal embedding problem: an optimal stopping and time–reversal approach∗ Alexander M. G. Cox† Jan Obl´oj‡](https://www.pdfsearch.io/img/85a56ed4dfd8b2de9b636e87d827f9de.jpg) | Add to Reading ListSource URL: www.maths.bath.ac.ukLanguage: English - Date: 2015-05-12 17:10:12
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14![Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki](https://www.pdfsearch.io/img/e49c1a7b88950cd9197bb54d8180f5de.jpg) | Add to Reading ListSource URL: www-csfi.sigmath.es.osaka-u.ac.jpLanguage: English - Date: 2011-11-01 04:59:30
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15![Optimal Stopping under Adverse Nonlinear Expectation and Related Games Marcel Nutz∗ Jianfeng Zhang† Optimal Stopping under Adverse Nonlinear Expectation and Related Games Marcel Nutz∗ Jianfeng Zhang†](https://www.pdfsearch.io/img/522d0d094cead800b3068e26da123618.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2014-07-21 14:06:45
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16![Selected Publications: Monographs: Sequential Control with Incomplete Information: The Bayesian Approach to Many-Armed Bandit Problems, Academic Press, 1990, 266 p., English translation of: Moscow, Nauka, 1982, 256 p., ( Selected Publications: Monographs: Sequential Control with Incomplete Information: The Bayesian Approach to Many-Armed Bandit Problems, Academic Press, 1990, 266 p., English translation of: Moscow, Nauka, 1982, 256 p., (](https://www.pdfsearch.io/img/b144aab15fcd0a5cd141a9b68981b29f.jpg) | Add to Reading ListSource URL: mse-msu.ruLanguage: English - Date: 2011-04-18 03:41:09
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17![OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa](https://www.pdfsearch.io/img/aee2f9c7db70cd45289e00c26a18f913.jpg) | Add to Reading ListSource URL: www2.math.uu.seLanguage: English - Date: 2008-10-07 11:22:40
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18![Title Page Description of Optimal Stopping Problem State Elimination Algorithm Three indices Abstract optimization Plans and Open Problems Title Page Description of Optimal Stopping Problem State Elimination Algorithm Three indices Abstract optimization Plans and Open Problems](https://www.pdfsearch.io/img/7e2d5f921deed16e143b75b010056be9.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-18 18:39:05
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19![Optimal Stopping for Dynamic Convex Risk Measures Erhan Bayraktar Department of Mathematics, University of Michigan A joint work with Ioannis Karatzas, Columbia University Optimal Stopping for Dynamic Convex Risk Measures Erhan Bayraktar Department of Mathematics, University of Michigan A joint work with Ioannis Karatzas, Columbia University](https://www.pdfsearch.io/img/6933150187f37e0e8ca9b1f478e451b7.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-21 15:05:38
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20![Optimal Liquidation of an Indivisible Asset with Independant Investment Emilie Fabre and Nizar Touzi Centre de Mathématiques Appliquées (CMAP), École Polytechnique 20 juin 2010 Optimal Liquidation of an Indivisible Asset with Independant Investment Emilie Fabre and Nizar Touzi Centre de Mathématiques Appliquées (CMAP), École Polytechnique 20 juin 2010](https://www.pdfsearch.io/img/d2a6d14ce83c7a4cb4611fec14048655.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-21 10:43:55
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