Optimal stopping of a sequence of maxima between random and fixed barriers
Z. Porosiński (1988)
Applicationes Mathematicae
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Displaying similar documents to “Optimal selection of the maximum of a discountable sequence of independent random variables”
Optimal stopping of a sequence of maxima between random and fixed barriers
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Discrete time optimal dividend problem with constant premium and exponentially distributed claims
Dariusz Socha (2014)
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
The existence of optimal solutions for infinite horizon optimal control problems
Dean A. Carlson (1984)
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The existence of optimal solutions for infinite horizon optimal control problems
Dean A. Carlson (1984)
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A. Adamski, A. Korytowski, W. Mitkowski (1977)
Applicationes Mathematicae
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Macroscopic non-uniqueness and transversal fluctuation in optimal random sequence alignment
Saba Amsalu, Heinrich Matzinger, Serguei Popov (2007)
ESAIM: Probability and Statistics
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We investigate the optimal alignment of two independent random sequences of length . We provide a polynomial lower bound for the probability of the optimal alignment to be macroscopically non-unique. We furthermore establish a connection between the transversal fluctuation and macroscopic non-uniqueness.