15 citations · 68 across the 25 of their papers we have counts for
9 papers · 1 filter
On the Masami Yasuda stopping game
Krzysztof J. Szajowski
The sero-sum stopping game for the stochastic sequences has been formulated in late sixties of the twenty century by Dynkin (1969). The formulation had the assumption about separab…
Anglers' fishing problem
Anna Karpowicz, Krzysztof Szajowski
The considered model will be formulated as related to "the fishing problem" even if the other applications of it are much more obvious. The angler goes fishing. He uses various tec…
Unspecified distribution in single disorder problem
Wojciech Sarnowski, Krzysztof Szajowski
We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after t…
Shelf Life of Candidates in the Generalized Secretary Problem
Krzysztof Szajowski, Mitsushi Tamaki
A version of the secretary problem called the duration problem, in which the objective is to maximize the time of possession of relatively best objects or the second best, is treat…
On a random number of disorders
Krzysztof Szajowski
We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probabi…
Optimal stopping of a risk process when claims are covered immediately
Bogdan K. Muciek, Krzysztof J. Szajowski
The optimal stopping problem for the risk process with interests rates and when claims are covered immediately is considered. An insurance company receives premiums and pays out cl…