most citedGeneralizing the Generalized Likelihood Ratio Method Through a Push-Out Leibniz Integration Approach

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eess.SY2026

Sensitivity analysis for stopping criteria with application to organ transplantations

Xingyu Ren, Michael C. Fu, Steven I. Marcus

We consider a stopping problem and its application to the decision-making process regarding the optimal timing of organ transplantation for individual patients. At each decision pe…

eess.SY2025

On Structural Properties of Risk-Averse Optimal Stopping Problems

Xingyu Ren, Michael C. Fu, Steven I. Marcus

We establish structural properties of optimal stopping problems under time-consistent dynamic (coherent) risk measures, focusing on value function monotonicity and the existence of…