12 results
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
- Published online by Cambridge University Press:
- 07 August 2019, pp. 425-442
- Print publication:
- June 2019
-
- Article
- Export citation
Fraud risk assessment within blockchain transactions
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
- Published online by Cambridge University Press:
- 07 August 2019, pp. 443-467
- Print publication:
- June 2019
-
- Article
- Export citation
Approximation of excessive backlog probabilities of two tandem queues
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 55 / Issue 3 / September 2018
- Published online by Cambridge University Press:
- 16 November 2018, pp. 968-997
- Print publication:
- September 2018
-
- Article
- Export citation
On an optimal extraction problem with regime switching
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
- Published online by Cambridge University Press:
- 16 November 2018, pp. 671-705
- Print publication:
- September 2018
-
- Article
- Export citation
Drift Analysis and Evolutionary Algorithms Revisited
-
- Journal:
- Combinatorics, Probability and Computing / Volume 27 / Issue 4 / July 2018
- Published online by Cambridge University Press:
- 20 June 2018, pp. 643-666
-
- Article
- Export citation
Local asymptotics for the area under the random walk excursion
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 50 / Issue 2 / June 2018
- Published online by Cambridge University Press:
- 26 July 2018, pp. 600-620
- Print publication:
- June 2018
-
- Article
- Export citation
A probabilistic interpretation of the Gaussian binomial coefficients
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
- Published online by Cambridge University Press:
- 30 November 2017, pp. 1295-1298
- Print publication:
- December 2017
-
- Article
- Export citation
A unified approach for drawdown (drawup) of time-homogeneous Markov processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
- Published online by Cambridge University Press:
- 22 June 2017, pp. 603-626
- Print publication:
- June 2017
-
- Article
- Export citation
Impulse control and expected suprema
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 17 March 2017, pp. 238-257
- Print publication:
- March 2017
-
- Article
- Export citation
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 19 September 2016, pp. 832-847
- Print publication:
- September 2016
-
- Article
- Export citation
Momentum liquidation under partial information
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
- Published online by Cambridge University Press:
- 21 June 2016, pp. 341-359
- Print publication:
- June 2016
-
- Article
- Export citation
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
- Published online by Cambridge University Press:
- 24 March 2016, pp. 298-314
- Print publication:
- March 2016
-
- Article
- Export citation