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

Source URL: www.6ecm.pl

Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

Source URL: www.maths.bath.ac.uk

The Root solution to the multi–marginal embedding problem: an optimal stopping and time–reversal approach∗ Alexander M. G. Cox† Jan Obl´oj‡

Source URL: www.maths.bath.ac.uk

Discussion Paper SeriesOn the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models Masahiko Egami and Kazutoshi Yamazaki

Source URL: www-csfi.sigmath.es.osaka-u.ac.jp

• Function
• Μ operator
• Meijer G-function
• Mathematics
• Mathematical analysis
• Operator theory

Optimal Stopping under Adverse Nonlinear Expectation and Related Games Marcel Nutz∗ Jianfeng Zhang†

Source URL: www.math.columbia.edu

• Martingale theory
• Hitting time
• Conditional expectation
• Ordinal number
• Martingale
• Probability space
• Sobolev space
• Statistics
• Stochastic processes
• Probability theory

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., (

Source URL: mse-msu.ru

• Stochastic optimization
• Dynamic programming
• Albert Shiryaev
• Stochastic
• Optimal control
• Multi-armed bandit
• Optimal stopping
• Mathematical finance
• Applied mathematics
• Statistics
• Mathematical optimization
• Operations research

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

Source URL: www2.math.uu.se

• Brownian motion
• Martingale
• Brownian bridge
• Normal distribution
• Continuous function
• Wiener process
• Itō diffusion
• Heat equation
• Statistics
• Mathematical analysis
• Stochastic processes

Title Page Description of Optimal Stopping Problem State Elimination Algorithm Three indices Abstract optimization Plans and Open Problems

Source URL: www.fields.utoronto.ca

• Applied mathematics
• Operations research
• Decision theory
• Dynamic programming
• Convex optimization
• Gittins index
• Optimization problem
• Linear programming
• Algorithm
• Statistics
• Mathematical optimization
• Mathematics

Optimal Stopping for Dynamic Convex Risk Measures Erhan Bayraktar Department of Mathematics, University of Michigan A joint work with Ioannis Karatzas, Columbia University

Source URL: www.fields.utoronto.ca

• Symbol
• Greek alphabet
• Homeric epics

Optimal Liquidation of an Indivisible Asset with Independant Investment Emilie Fabre and Nizar Touzi Centre de Mathématiques Appliquées (CMAP), École Polytechnique 20 juin 2010

Source URL: www.fields.utoronto.ca

• Stopping time
• Brownian motion
• Continuous function
• Statistics
• Stochastic processes
• Martingale