Concepedia

Adapted Stopping Rules

Adapted Stopping Rules is a stochastic decision rule in the theory of stochastic processes that specifies a stopping time based solely on the information available up to each moment, thereby being measurable with respect to the underlying filtration.

9

Publications

742

Citations

21

Authors

20

Institutions

Publications per year

2017–2026

0

Parents

Publications

9

Selecting a Selection Procedure

Jürgen Branke, Stephen E. Chick, Christian Schmidt · Management Science · 2007 · 257 citations

, , +15

On the Starting and Stopping Problem: Application in Reversible Investments

Saïd Hamadène, Monique Jeanblanc · Mathematics of Operations Research · 2007 · 177 citations

, , +13

Adaptive design improvements in the continual reassessment method for phase I studies

Julie M. Heyd, Bradley P. Carlin · Statistics in Medicine · 1999 · 113 citations

, , +15

Finite-Fuel Singular Control With Discretionary Stopping

Ioannis Karatzas, Daniel Ocone, Hui Wang et al. · Stochastics and stochastics reports · 2000 · 52 citations

, , +17

Generalized Dynkin games and doubly reflected BSDEs with jumps

Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem · Electronic Journal of Probability · 2016 · 43 citations · Full text

, , +12

1–5 of 9

Authors

21

  1. AM
    Annie Millet

    Laboratoire de Probabilités et Modèles Aléatoires, France

    2 publications · 39 citations

    2

    h-index

  2. RD
    Roxana Dumitrescu

    King's College London, United Kingdom

    1 publications · 43 citations

    1

    h-index

  3. LS
    Louis Sucheston

    The Ohio State University, United States

    1 publications · 27 citations

    1

    h-index

  4. CS
    Christian Schmidt

    INSEAD, France

    1 publications · 257 citations

    1

    h-index

  5. MJ
    Monique Jeanblanc

    Université d'Évry Val-d'Essonne, France

    1 publications · 177 citations

    1

    h-index

1–5 of 21

Institutions

20

  1. National Institutes of Health

    Bethesda, United States

    1 h-index

    3 publications

    60 citations

  2. Laboratoire de Mathématiques d'Orsay

    Orsay, France

    1 h-index

    1 publications

    177 citations

  3. INSEAD

    Fontainebleau, France

    1 h-index

    1 publications

    257 citations

  4. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    1 h-index

    1 publications

    43 citations

  5. King's College Hospital

    London, United Kingdom

    1 h-index

    1 publications

    52 citations

  6. Le Mans Université

    Le Mans, France

    1 h-index

    1 publications

    177 citations

  7. Karlsruhe Institute of Technology

    Karlsruhe, Germany

    1 h-index

    2 publications

    514 citations

  8. University of Minnesota

    Minneapolis, United States

    1 h-index

    1 publications

    113 citations

1–8 of 20

Venues

  1. Statistics in Medicine

    1 publications · 113 citations

    1

    h-index

  2. The Annals of Probability

    1 publications · 12 citations

    1

    h-index

  3. Management Science

    1 publications · 257 citations

    1

    h-index

  4. Electronic Journal of Probability

    EJP · 1 publications · 43 citations

    1

    h-index

  5. Canadian Journal of Mathematics

    1 publications · 27 citations

    1

    h-index

1–5