48 citations · 207 across the 31 of their papers we have counts for
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Anscombe's Model for Sequential Clinical Trials Revisited
Sebastian Jobjörnsson, Sören Christensen
In Anscombe's classical model, the objective is to find the optimal sequential rule for learning about the difference between two alternative treatments and subsequently selecting…
A General Method for Finding the Optimal Threshold in Discrete Time
Sören Christensen, Albrecht Irle
We develop an approach for solving one-sided optimal stopping problems in discrete time for general underlying Markov processes on the real line. The main idea is to transform the…
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
Sören Christensen, Kristoffer Lindensjö
Standard Markovian optimal stopping problems are consistent in the sense that the first entrance time into the stopping set is optimal for each initial state of the process. Clearl…
The Monotone Case Approach for the Solution of Certain Multidimensional Optimal Stopping Problems
Sören Christensen, Albrecht Irle
This paper studies explicitly solvable multidimensional optimal stopping problems of sum- and product-type in discrete and continuous time using the monotone case approach. It give…