# Optimal stopping

## Papers overview

Semantic Scholar uses AI to extract papers important to this topic.

2014

2014

- 2014

Let X : [0, T ]Ã—Î© âˆ’â†’ R be a bounded cÃ dlÃ g process with positive jumps defined on the canonical space of continuous paths Î©. Weâ€¦Â (More)

Is this relevant?

2012

2012

- Management Science
- 2012

We introduce the pathwise optimization (PO) method, a new convex optimization procedure to produce upper and lower bounds on theâ€¦Â (More)

Is this relevant?

Highly Cited

2009

Highly Cited

2009

- IEEE Transactions on Information Theory
- 2009

In this paper, we study distributed opportunistic scheduling (DOS) in an ad hoc network, where many links contend for the sameâ€¦Â (More)

Is this relevant?

Highly Cited

2007

Highly Cited

2007

- 2007

A singular stochastic control problem with state constraints in two-dimensions is studied. We show that the value function is Câ€¦Â (More)

Is this relevant?

Highly Cited

2007

Highly Cited

2007

- 2007

We develop a theory of optimal stopping under Knightian uncertainty. A suitable martingale theory for multiple priors is derivedâ€¦Â (More)

Is this relevant?

Highly Cited

2003

Highly Cited

2003

- 2003

A new characterization of excessive functions for arbitrary oneâ€“dimensional regular diffusion processes is provided, using theâ€¦Â (More)

Is this relevant?

Highly Cited

2003

Highly Cited

2003

- International Journal of Computer Vision
- 2003

We develop a novel time-selection strategy for iterative image restoration techniques: the stopping time is chosen so that theâ€¦Â (More)

Is this relevant?

Highly Cited

2002

Highly Cited

2002

- Finance and Stochastics
- 2002

Consider a model of a financial market with a stock driven by a LÃ©vy process and constant interest rate. A closed formula forâ€¦Â (More)

Is this relevant?

Highly Cited

2001

Highly Cited

2001

- 2001

A new grid method for computing the Snell envelop of a function of a R d -valued Markov chain (Xk)0â‰¤kâ‰¤n is proposed. (Thisâ€¦Â (More)

Is this relevant?

Highly Cited

1999

Highly Cited

1999

- IEEE Trans. Automat. Contr.
- 1999

We develop a theory characterizing optimal stopping times for discrete-time ergodic Markov processes with discounted rewards. Theâ€¦Â (More)

Is this relevant?