Matches in SemOpenAlex for { <https://semopenalex.org/work/W2044492746> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2044492746 endingPage "354" @default.
- W2044492746 startingPage "347" @default.
- W2044492746 abstract "It is well known that optimally stopping the sample mean W(t) t of a standard Wiener process is associated with a square root boundary. It is shown that when W ( t ) is replaced by X ( t ) = W ( t ) + θt with θ normally distributed N(μ, σ 2 ) and independently of the Wiener process, the optimal stopping problem is equivalent to the time-truncated version of the original problem. It is also shown that the problem of optimally stopping (b + X(t)) (a + t) , with constants a > 0 and b , is equivalent to the time-truncated version of the original problem or the one-arm bandit problem depending on whether σ 2 < a −1 or σ 2 > a −1 . Furthermore, the optimal stopping region changes drastically as the prior parameters (μ, σ 2 ) are slightly perturbed in a neighborhood of ( b a , 1 a )." @default.
- W2044492746 created "2016-06-24" @default.
- W2044492746 creator A5023433119 @default.
- W2044492746 creator A5067031864 @default.
- W2044492746 date "1989-08-01" @default.
- W2044492746 modified "2023-10-14" @default.
- W2044492746 title "Optimally stopping the sample mean of a wiener process with an unknown drift" @default.
- W2044492746 cites W2014431112 @default.
- W2044492746 cites W2021724690 @default.
- W2044492746 cites W2029845452 @default.
- W2044492746 cites W2062606053 @default.
- W2044492746 cites W2081751350 @default.
- W2044492746 cites W325076474 @default.
- W2044492746 cites W939402919 @default.
- W2044492746 doi "https://doi.org/10.1016/0304-4149(89)90084-7" @default.
- W2044492746 hasPublicationYear "1989" @default.
- W2044492746 type Work @default.
- W2044492746 sameAs 2044492746 @default.
- W2044492746 citedByCount "1" @default.
- W2044492746 crossrefType "journal-article" @default.
- W2044492746 hasAuthorship W2044492746A5023433119 @default.
- W2044492746 hasAuthorship W2044492746A5067031864 @default.
- W2044492746 hasBestOaLocation W20444927462 @default.
- W2044492746 hasConcept C105795698 @default.
- W2044492746 hasConcept C114614502 @default.
- W2044492746 hasConcept C126255220 @default.
- W2044492746 hasConcept C134306372 @default.
- W2044492746 hasConcept C2983961125 @default.
- W2044492746 hasConcept C31634936 @default.
- W2044492746 hasConcept C33923547 @default.
- W2044492746 hasConcept C52832964 @default.
- W2044492746 hasConcept C60391097 @default.
- W2044492746 hasConcept C62354387 @default.
- W2044492746 hasConcept C8272713 @default.
- W2044492746 hasConcept C99414536 @default.
- W2044492746 hasConcept C99888217 @default.
- W2044492746 hasConceptScore W2044492746C105795698 @default.
- W2044492746 hasConceptScore W2044492746C114614502 @default.
- W2044492746 hasConceptScore W2044492746C126255220 @default.
- W2044492746 hasConceptScore W2044492746C134306372 @default.
- W2044492746 hasConceptScore W2044492746C2983961125 @default.
- W2044492746 hasConceptScore W2044492746C31634936 @default.
- W2044492746 hasConceptScore W2044492746C33923547 @default.
- W2044492746 hasConceptScore W2044492746C52832964 @default.
- W2044492746 hasConceptScore W2044492746C60391097 @default.
- W2044492746 hasConceptScore W2044492746C62354387 @default.
- W2044492746 hasConceptScore W2044492746C8272713 @default.
- W2044492746 hasConceptScore W2044492746C99414536 @default.
- W2044492746 hasConceptScore W2044492746C99888217 @default.
- W2044492746 hasIssue "2" @default.
- W2044492746 hasLocation W20444927461 @default.
- W2044492746 hasLocation W20444927462 @default.
- W2044492746 hasOpenAccess W2044492746 @default.
- W2044492746 hasPrimaryLocation W20444927461 @default.
- W2044492746 hasRelatedWork W1997887643 @default.
- W2044492746 hasRelatedWork W2013150990 @default.
- W2044492746 hasRelatedWork W2015572179 @default.
- W2044492746 hasRelatedWork W2044492746 @default.
- W2044492746 hasRelatedWork W2076810489 @default.
- W2044492746 hasRelatedWork W2082464994 @default.
- W2044492746 hasRelatedWork W2146254624 @default.
- W2044492746 hasRelatedWork W2330053378 @default.
- W2044492746 hasRelatedWork W2612971518 @default.
- W2044492746 hasRelatedWork W4251948277 @default.
- W2044492746 hasVolume "32" @default.
- W2044492746 isParatext "false" @default.
- W2044492746 isRetracted "false" @default.
- W2044492746 magId "2044492746" @default.
- W2044492746 workType "article" @default.