In memory of Larry Shepp: An editorial
Author:
Affiliation:
1. Department of StatisticsRice University Houston Texas
2. Department of Statistics and ProbabilityMichigan State University East Lansing Michigan
Publisher
Wiley
Subject
General Medicine
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/hf2.10035
Reference12 articles.
1. Some solvable stochastic control problems;Beneš V. E.;Stochastics: An International Journal of Probability and Stochastic Processes,1980
2. On optimality of bold play for primitive casinos in the presence of inflation;Chen R. W.;Journal of Applied Probability,2005
3. Optimal stopping rules and maximal inequalities for Bessel processes;Dubins L. E.;Theory of Probability & Its Applications,1994
4. Risk vs. profit potential: A model for corporate strategy;Radner R.;Journal of Economic Dynamics and Control,1996
5. Explicit solutions to some problems of optimal stopping;Shepp L. A.;The Annals of Mathematical Statistics,1969
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