Envelope Processes
Envelope Processes is a stochastic process that, for a given family of stopping times, constructs the minimal supermartingale dominating the reward process, thereby characterizing the optimal stopping value through backward induction and serving as a fundamental tool in the analysis of optimal stopping problems.
17
Publications
856
Citations
26
Authors
17
Institutions
Publications per year
2017–2026
2
Parents
17
Simulation of random envelope processes
Jie Yang · Journal of Sound and Vibration · 1972 · 215 citations
Kenneth S. Miller · SIAM Review · 1969 · 85 citations
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17

UNSW Sydney
Sydney, Australia
2 h-index
3 publications
49 citations

Polish Academy of Sciences
Warsaw, Poland
1 h-index
2 publications
48 citations

Sapienza University of Rome
Rome, Italy
1 h-index
2 publications
26 citations
Risk Engineering (Bulgaria)
Sofia, Bulgaria
1 h-index
1 publications
20 citations

Smithsonian Astrophysical Observatory
Cambridge, United States
1 h-index
1 publications
46 citations

Andrews University
Berrien Springs, United States
1 h-index
1 publications
18 citations

Australian Defence Force Academy
Canberra, Australia
1 h-index
1 publications
27 citations
Center for Astrophysics Harvard & Smithsonian
Cambridge, United States
1 h-index
1 publications
46 citations
1–8 of 17
ApJ · 3 publications · 242 citations
3
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2 publications · 45 citations
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JSV · 2 publications · 248 citations
2
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1 publications · 10 citations
1
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1 publications · 13 citations
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1–5