Now showing items 41-50 of 1505
A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems
We study a new type of representation problem for optional processes with connections to singular control, optimal stopping and dynamic allocation problems. As an application, we show how to solve a variant of Skorohod's ...
Measurement Error, Biases, and the Validation of Complex Models
There are three major points to this article: 1. Measurement error causes biases in regression fits. The line one would obtain if one could accurately measure exposure to environmental lead media will differ in important ...