Cover Image

Grab It Before It's Gone: Testing Uncertain Rewards under a Stochastic Deadline

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Campbell, Steven, Gaitsgori, Georgy, Groenewald, Richard, Karatzas, Ioannis
Format:	Preprint
Published:	2025
Subjects:	Probability Primary 60G40, 60G35, 35R35. Secondary 62C10, 62L15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Sequential Testing Problem with Signal Control
by: Campbell, Steven, et al.
Published: (2025)

A Bayesian sequential soft classification problem for a Brownian motion's drift
by: Campbell, Steven, et al.
Published: (2025)

Restricted Path Characteristic Function Determines the Law of Stochastic Processes
by: Li, Siran, et al.
Published: (2024)

Nowcasting using regression on signatures
by: Cohen, Samuel N., et al.
Published: (2023)

Connections between sequential Bayesian inference and evolutionary dynamics
by: Pathiraja, Sahani, et al.
Published: (2024)

Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations
by: Moklyachuk, Mikhail, et al.
Published: (2016)

Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
by: Petersson, Andreas, et al.
Published: (2025)

Stochastic tensor space feature theory with applications to robust machine learning
by: Castrillon-Candas, Julio Enrique, et al.
Published: (2021)

Gaussian Approximation for the Moving Averaged Modulus Wavelet Transform and its Variants
by: Liu, Gi-Ren, et al.
Published: (2023)

Convergence Rate Analysis in Limit Theorems for Nonlinear Functionals of the Second Wiener Chaos
by: Liu, Gi-Ren
Published: (2023)

Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
by: Hopkalo, Olha, et al.
Published: (2024)

Stable approximation schemes for optimal filters
by: Crisan, Dan, et al.
Published: (2018)

On the Kolmogorov-Feller weak law of large numbers for Frechet mean on non-compact symmetric spaces
by: Lee, Jongmin, et al.
Published: (2025)

On variable annuities with surrender charges
by: De Angelis, Tiziano, et al.
Published: (2024)

Stochastic Partial Differential Equations, Space-time White Noise and Random Fields
by: Dalang, Robert C., et al.
Published: (2024)

Object detection under the linear subspace model with application to cryo-EM images
by: Eldar, Amitay, et al.
Published: (2024)

Geostatistics from Elliptic Boundary-Value Problems: Green Operators, Transmission Conditions, and Schur Complements
by: Segura, Juan J.
Published: (2026)

Frequentist forecasting in regime-switching models with extended Hamilton filter
by: Okuyama, Kento, et al.
Published: (2025)

Functional CLTs for subordinated Lévy models in physics, finance, and econometrics
by: Søjmark, Andreas, et al.
Published: (2023)

Stochastic Burgers equation driven by multiplicative Rosenblatt noise: local existence, uniqueness and regularity
by: Lechiheb, Atef
Published: (2026)

The Gapeev-Shiryaev Conjecture
by: Ernst, Philip A., et al.
Published: (2024)

On an Optimal Stopping Problem with a Discontinuous Reward
by: Mackay, Anne, et al.
Published: (2023)

Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
by: Conforti, Giovanni
Published: (2022)

Fractional Stochastic Partial Differential Equation for Random Tangent Fields on the Sphere
by: Anh, Vo V., et al.
Published: (2021)

Series representations for the characteristic function of the multidimensional Markov random flight
by: Kolesnik, Alexander D.
Published: (2023)

Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems
by: Soto, Tomás
Published: (2024)

Rough SDEs and Robust Filtering for Jump-Diffusions
by: Allan, Andrew L., et al.
Published: (2025)

Robust Estimation in Finite Mixture Models
by: Lecestre, Alexandre
Published: (2021)

Variance Inequalities for Transformed Fréchet Means in Hadamard Spaces
by: Schötz, Christof
Published: (2023)

Convergence of Empirical Optimal Transport in Unbounded Settings
by: Staudt, Thomas, et al.
Published: (2023)

Improved performance guarantees for Tukey's median
by: Minsker, Stanislav, et al.
Published: (2024)

Convergence of the extended Kalman filter with small and state-dependent noise
by: Njiasse, Ibrahim Mbouandi, et al.
Published: (2025)

Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by: Janák, Josef, et al.
Published: (2023)

Asymptotic distribution of a robust wavelet-based NKK periodogram
by: N'Daam, Manganaw, et al.
Published: (2026)

Filtering of Multidimensional Stationary Sequences with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2018)

Filtering of partially observed polynomial processes in discrete and continuous time
by: Kallsen, Jan, et al.
Published: (2025)

Quenching time and probability estimates for a stochastic reaction-diffusion system with coupled inner singular absorption terms driven by mixed noises
by: Kavallaris, Nikos I., et al.
Published: (2025)

Learning stochastic multiscale models through normalizing flows
by: Saha, Anan, et al.
Published: (2026)

Detection of weak signals under arbitrary noise distributions
by: Zschetzsche, J., et al.
Published: (2026)

Stochastic Models and Estimation of Undetected Infections in the Transmission of Zika Virus
by: Oluoch, Lillian Achola, et al.
Published: (2025)