Keywords: مشکل توقف بهینه; One-shot decision theory; Scenario-based decision theory; Focus point; Multistage decision making; Dynamic programming; Optimal stopping problem;
مقالات ISI مشکل توقف بهینه (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مشکل توقف بهینه; 60H15; 31B15; 35K86; Reflected backward stochastic partial differential equation; Reflected backward stochastic differential equation; Optimal stopping problem; Parabolic capacity and potential;
Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
Keywords: مشکل توقف بهینه; 60G40; 93E20; 62P20; 91B99; Real options; Switching problem; Reflected BSDEs; Oblique reflection; Normal reflection; Optimal stopping problem;
Optimal stopping of strong Markov processes
Keywords: مشکل توقف بهینه; Optimal stopping problem; Markov processes; Hunt processes; Lévy processes; Supremum representation for excessive functions
A joint valuation of premium payment and surrender options in participating life insurance contracts
Keywords: مشکل توقف بهینه; G22; G23; G13; IM10; IB10; IE10; IE50; Participating life insurance contracts; Embedded options; Paid-up and resumption; Surrender; Monte Carlo method; Optimal stopping problem;
Risk, uncertainty, and option exercise
Keywords: مشکل توقف بهینه; Ambiguity; Multiple-priors utility; Real options; Optimal stopping problem; D81; G31;
The pricing and optimal strategies of callable warrants
Keywords: مشکل توقف بهینه; Finance; Warrants; Call clauses; Optimal stopping problem; Optimal boundary; Decomposition of price
Stock loan with automatic termination clause, cap and margin
Keywords: مشکل توقف بهینه; Stock loan model; Automatic termination clause; Optimal stopping problem; Perpetual American option; Black–Scholes model
Switching problem and related system of reflected backward SDEs
Keywords: مشکل توقف بهینه; 60G40; 93E20; 62P20; 91B99Real options; Starting and stopping problem; Switching problem; Backward SDEs; Reflected BSDEs; Oblique reflection; Snell envelope; Optimal stopping problem
Enhancing R&D in science-based industry: An optimal stopping model for drug discovery
Keywords: مشکل توقف بهینه; R&D project; Optimal stopping problem; Managing innovation; Project management procedure; Pharmaceuticals
Supply chain planning for hurricane response with wind speed information updates
Keywords: مشکل توقف بهینه; Inventory control; Disaster recovery planning; Disaster relief planning; Hurricane logistics planning; Optimal stopping problem; Bayesian updating
Valuing finite-lived Russian options
Keywords: مشکل توقف بهینه; Finance; Russian options; Optimal stopping problem; Free boundary problem; Laplace transforms
Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company
Keywords: مشکل توقف بهینه; C13-15; Automobile rental/leasing; Duration models; Semi Markov processes; Optimal replacement policy; Optimal stopping problem; Dynamic programming; Policy evaluation;
Maximum reward reinforcement learning: A non-cumulative reward criterion
Keywords: مشکل توقف بهینه; Maximum reward; Reinforcement learning; Non-cumulative reward; FITSK-RL; Optimal stopping problem; Financial derivative pricing; Two-cycle task; Maximum reward-oriented behaviour
Finite expiry Russian options
Keywords: مشکل توقف بهینه; 91B28; 35R35; 45G10; American options; Russian options; Optimal stopping problem; Stefan boundary problem; Local time-space;