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

Authors

26

  1. JZ
    Jerzy Zabczyk

    Polish Academy of Sciences, Poland

    1 publications · 24 citations

    1

    h-index

  2. DV
    Daniele Veneziano

    Massachusetts Institute of Technology, United States

    1 publications · 10 citations

    1

    h-index

  3. KS
    Kenneth S. Miller

    University of California, Davis, United States

    1 publications · 85 citations

    1

    h-index

  4. PP
    P. Petocz

    The University of Sydney, Australia

    1 publications · 11 citations

    1

    h-index

  5. IC
    Isabelle Cherchneff

    University of Basel, Switzerland

    1 publications · 96 citations

    1

    h-index

1–5 of 26

Venues

  1. The Astrophysical Journal

    ApJ · 3 publications · 242 citations

    3

    h-index

  2. 2

    h-index

  3. Journal of Sound and Vibration

    JSV · 2 publications · 248 citations

    2

    h-index

  4. The Annals of Probability

    1 publications · 10 citations

    1

    h-index

  5. Annals of Operations Research

    1 publications · 13 citations

    1

    h-index

1–5