Found 9 Documents (Results 1–9)
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. (English) Zbl 1427.60084
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. (English) Zbl 1427.60050
An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits. (English) Zbl 1427.90288
Adv. Appl. Probab. 51, No. 3, 745-772 (2019); corrigendum ibid. 55, No. 3, 1075-1083 (2023).
First displacement time of a tagged particle in a stochastic cluster in a simple exclusion process with random slow bonds. (English) Zbl 1427.60209
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