Sheldon M. Ross | Academic Influence

Sheldon M. Ross's AcademicInfluence.com Rankings

Sheldon M. Ross

Mathematics

#1717

World Rank

#2753

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Statistics

#84

World Rank

#114

Historical Rank

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Mathematics

Sheldon M. Ross's Degrees

PhD Statistics Stanford University
Masters Statistics Stanford University
Bachelors Mathematics California Institute of Technology

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Why Is Sheldon M. Ross Influential?

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According to Wikipedia, Sheldon M. Ross is the Daniel J. Epstein Chair and Professor at the USC Viterbi School of Engineering. He is the author of several books in the field of probability. Biography Ross received his B. S. degree in mathematics from Brooklyn College in 1963, his M.S. degrees in mathematics from Purdue University in 1964 and his Ph.D. degree in Statistics from Stanford University in 1968, studying under Gerald Lieberman and Cyrus Derman. He served as a Professor at the University of California, Berkeley from 1976 until joining the USC Viterbi School of Engineering in 2004. He serves as the Editor for several journals, among which Probability in the Engineering and Informational Sciences. In 2013 he became a fellow of the Institute for Operations Research and the Management Sciences.

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Sheldon M. Ross's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stochastic Processes (1982) (6932)
Introduction to probability models (1975) (6103)
Introduction to Probability Models (4th ed.). (1990) (1073)
Introduction to Probability Models, Eighth Edition (1972) (734)
A First Course in Probability (1977) (704)
Introduction to Probability and Statistics for Engineers and Scientists (1987) (537)
An optimal algorithm for Monte Carlo estimation (1995) (276)
On the Consecutive-k-of-n:F System (1982) (233)
A Course in Simulation (1990) (207)
Quality Control under Markovian Deterioration (1971) (204)
A Sequential Stochastic Assignment Problem (1972) (179)
A random graph (1981) (160)
Multivalued State Component Systems (1979) (143)
Approximations in finite-capacity multi-server queues by Poisson arrivals (1978) (143)
Probability Models for Computer Science (2001) (140)
An elementary introduction to mathematical finance (2002) (108)
Arbitrary State Markovian Decision Processes (1968) (107)
Average cost semi-markov decision processes (1970) (91)
Average delay in queues with non-stationary Poisson arrivals (1978) (90)
Software Reliability: The Stopping Rule Problem (1985) (89)
Bounds on the delay distribution in GI/G/1 queues (1974) (86)
A Renewal Decision Problem (1978) (82)
NON-DISCOUNTED DENUMERABLE MARKOVIAN DECISION MODELS (1968) (81)
VII – Bandit Processes (1983) (72)
A Second Course in Probability (2007) (72)
Introduction to Stochastic Dynamic Programming: Probability and Mathematical (1983) (68)
Goofspiel — the game of pure strategy (1971) (68)
The Streetwalker’s Dilemma: A Job Shop Model (1971) (66)
A Model in Which Component Failure Rates Depend on the Working Set. (1984) (61)
A Problem in Optimal Search and Stop (1969) (60)
An Introduction to Mathematical Finance: Options and Other Topics (1999) (55)
INFINITESIMAL LOOK-AHEAD STOPPING RULES (1971) (54)
Some results for infinite server poisson queues (1969) (52)
THE COUPON-COLLECTOR'S PROBLEM REVISITED (2003) (50)
Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains (1987) (49)
A Stochastic Sequential Allocation Model (1975) (47)
On Optimal Assembly of Systems (1972) (45)
Dynamic programming and gambling models (1974) (45)
Life testing (2021) (43)
ASYMPTOTIC PROPERTIES OF CUMULATIVE PROCESSES (1972) (43)
Simulation, Fourth Edition (2006) (39)
Statistical Estimation of Software Reliability (1985) (38)
On the maximum number of Hamiltonian paths in tournaments (2001) (37)
On increasing-failure-rate random variables (2005) (37)
Introduction to Probability Theory (2019) (37)
Generalized Poisson Shock Models. (1981) (36)
On the Use of Replacements to Extend System Life (1984) (35)
The coupon subset collection problem (2001) (35)
Scheduling Jobs Subject to Nonhomogeneous Poisson Shocks (1980) (33)
On the Number of Component Failures in Systems Whose Component Lives are Exchangeable (1980) (32)
Discounted Dynamic Programming (1983) (32)
Chapter 1 – Introduction to Probability Theory (1993) (32)
Assembly of Systems Having Maximum Reliability (1974) (32)
An Example in Denumerable Decision Processes (1968) (31)
A Markovian Replacement Model with a Generalization to Include Stocking (1969) (30)
Admission Control with Incomplete Information of a Queueing System (2003) (30)
CONFIDENCE INTERVALS FOR INDEPENDENT EXPONENTIAL SERIES SYSTEMS (1971) (27)
A simple derivation of exact reliability formulas for linear and circular consecutive-k-of-n: F systems (1995) (27)
Chapter 1 – Introduction to Statistics (2009) (27)
Optimal admission control for a single-server loss queue (2004) (26)
A Heterogeneous Arrival and Service Queueing Loss Model. (1978) (24)
SOME RESULTS FOR SKIP-FREE RANDOM WALK (2010) (24)
Minimizing expected makespan in stochastic open shops (1982) (23)
An Improved Estimator of σ in Quality Control (1995) (21)
Introduction to probability and statistics for engineers and scientists (2. ed.) (1988) (21)
Some Reliability Applications of the Variability Ordering (1984) (21)
An adaptive stochastic knapsack problem (2014) (21)
A Simple Heuristic Approach to Simplex Efficiency. (1982) (20)
On the first time a separately maintained parallel system has been down for a fixed time (1979) (19)
System Reliability By Simulation: Random Hazards Versus Importance Sampling (1992) (19)
Optimal System Allocations with Penalty Costs (1976) (18)
On the time to first failure in multicomponent exponential reliability systems (1976) (18)
THE INSPECTION PARADOX (2003) (18)
Hitting time in an M/G/1 queue (1999) (18)
Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process (2010) (17)
Approximations in Renewal Theory (1987) (17)
A NEW SIMULATION ESTIMATOR OF SYSTEM RELIABILITY (1994) (17)
Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion (1996) (17)
ON THE STRUCTURE OF A SWING CONTRACT'S OPTIMAL VALUE AND OPTIMAL STRATEGY (2008) (17)
Random Knockout Tournaments (2016) (16)
Chapter 12 – Markov Chain Monte Carlo Methods (2013) (16)
Multi-Valued State Component Reliability Systems. (1977) (14)
Statistical Aspects of Quality Control (1996) (13)
Using Simulation to Estimate First Passage Distribution (1985) (13)
AVERAGE RUN LENGTHS FOR MOVING AVERAGE CONTROL CHARTS (1999) (13)
An Optimal Algorithm for Monte Carlo Estimation (Extended Abstract). (1995) (12)
Machine learning and big data (2021) (12)
Variance Reduction in Simulation via Random Hazards (1990) (11)
COUPON COLLECTING (2008) (11)
Improving the Asmussen-Kroese-Type Simulation Estimators (2012) (11)
Adaptive disposal models (1979) (11)
Optimal Issuing Policies (1973) (10)
Chapter 2 – Elements of Probability (2013) (10)
A Queueing Loss Model with Heterogeneous Skill Based Servers Under Idle Time Ordering Policies (2015) (10)
The Exponential Distribution and the Poisson Process (2019) (10)
Chapter 12 – Linear Regression (2010) (10)
Efficient Simulation of a Random Knockout Tournament (2008) (9)
A Note on First Passage Times in Birth and Death and Nonnegative Diffusion Processes. (1983) (9)
Brownian Motion and Stationary Processes (2014) (9)
Identifiability in GI/G/k queues (1970) (9)
CHAPTER 4 – Markov Chains (1993) (9)
Renewal Theory and Its Applications (2014) (8)
Bayesians Should Not Resample a Prior Sample to Learn about the Posterior (1996) (8)
On the Nonexistence of $|varepsilon$-Optimal Randomized Stationary Policies in Average Cost Markov Decision Models (1971) (8)
Optimal dispatching of a poisson process (1969) (8)
Topics in Finite and Discrete Mathematics (2000) (8)
Some Pitfalls of Black Box Queue Inference: The Case of State-Dependent Server Queues (1993) (7)
The observed hazard and multicomponent systems (1982) (7)
Finite-Stage Models (1983) (7)
A Simple Solution to a Multiple Player Gambler's Ruin Problem (2009) (7)
RENEWAL REWARD PROCESSES (1969) (7)
Chi-Squared Goodness-of-Fit Tests (2017) (7)
Optimal Allocations in the Construction of k-Out-of-n Reliability Systems (1974) (7)
COMPOUND RANDOM VARIABLES (2004) (7)
APPLYING VARIANCE REDUCTION IDEAS IN QUEUING SIMULATIONS (2001) (7)
Approximations in Multi-Server Poisson Queues (1976) (7)
Distributions of sampling statistics (2021) (7)
A Note on Optimal Stopping For Success Runs (1975) (6)
Multicomponent Reliability Systems (1974) (6)
Chapter 6 – Distributions of Sampling Statistics (2010) (6)
A generalized coupon collecting model as a parsimonious optimal stochastic assignment model (2013) (6)
Tollbooth tandem queues with infinite homogeneous servers (2015) (6)
Concordia University (2018) (6)
Coalescing times for IID random variables with applications to population biology (2003) (6)
The Discrete Event Simulation Approach (2013) (6)
A stochastic assignment problem (2015) (6)
Chapter 2 – DESCRIPTIVE STATISTICS (2009) (5)
BLOCKCHAIN DOUBLE-SPEND ATTACK DURATION (2020) (5)
HITTING TIME IN AN ERLANG LOSS SYSTEM (2002) (5)
Variability is beneficial in marked stopping problems (2008) (5)
A Weakest Link Marked Stopping Problem (2007) (5)
BOUNDING THE STATIONARY DISTRIBUTION OF THE M/G/1 QUEUE SIZE (2006) (5)
Simulating Average Delay–Variance Reduction by Conditioning (1988) (5)
Discrete Random Variables (2017) (5)
Chapter 3 – Random Numbers (2013) (5)
On Renewal Decisions. (1978) (5)
Estimating the Mean Number of Renewals By Simulation (1989) (5)
A PROBABILISTIC MODEL FOR THE SURVIVABILITY OF CELLS (2005) (5)
Optimal Server Selection in a Queueing Loss Model with Heterogeneous Exponential Servers, Discriminating Arrivals, and Arbitrary Arrival Times (2014) (5)
Estimating the Mean Cover Time of a Semi-Markov Process via Simulation (1997) (5)
Improved Chen‒Stein bounds on the probability of a union (2016) (5)
CHAPTER 9 - Reliability Theory (2010) (4)
Using the Importance Sampling Identity to Bound Tail Probabilities (1998) (4)
CHAPTER 10 – Brownian Motion and Stationary Processes (1993) (4)
Team's seasonal win probabilities (2021) (4)
Improving Poisson Approximations (1994) (4)
Minimizing expected discounted cost in a queueing loss model with discriminating arrivals (2020) (4)
Chapter 9 – REGRESSION (2009) (4)
Solutions Manual for Introduction to Probability Models (1989) (4)
THE MULTIPLE SUBSET COUPON COLLECTING PROBLEM (2007) (4)
Generating Discrete Random Variables (2013) (4)
Relating Time and Customer Averages for Queues Using ‘forward’ Coupling from the Past (2008) (3)
M/G/∞ with exponentially distributed setup times (2015) (3)
On the Candidate Problem with a Random Number of Candidates. (1979) (3)
An Elementary Introduction to Mathematical Finance: Brownian Motion and Geometric Brownian Motion (2011) (3)
A NOTE ON THE INSURANCE RISK PROBLEM (2003) (3)
Chapter 4 – Random Variables and Expectation (2014) (3)
Chapter 5 – The Exponential Distribution and the Poisson Process (1993) (3)
A Random Permutation Model Arising in Chemistry (2008) (3)
A sequential scheduling problem with impatient jobs (2015) (3)
Normal Random Variables (2017) (3)
On Sampling Inspection in the Presence of Inspection Errors (1987) (3)
Evacuation of a Yule process with immigration (1975) (3)
Simulation uses of the exponential distribution (1986) (3)
Extending Blackwell's Strengthening of Azuma's Martingale Inequality (1995) (3)
Reliability for a System with Dependent Components (1995) (3)
On the Duration of the Problem of the Points (1980) (3)
THE MEAN WAITING TIME FOR A PATTERN (1999) (3)
CHAPTER 6 – Continuous-Time Markov Chains (1993) (2)
Estimating Poisson Error Rates When Debugging Software (1989) (2)
CHAPTER 9 – Testing Statistical Hypotheses (2010) (2)
Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process (2014) (2)
WINNER PLAYS STRUCTURE IN RANDOM KNOCKOUT TOURNAMENTS (2018) (2)
Chapter 11 – Analysis of Variance (2010) (2)
Finding the Best Dueler (2023) (2)
Statistical Validation Techniques (2013) (2)
Analysis of variance (2021) (2)
Generating Continuous Random Variables (2013) (2)
STATIC STOCHASTIC KNAPSACK PROBLEMS (2015) (2)
Chapter 14 – Nonparametric Hypotheses Tests (2010) (2)
Inspections with Unknown Detection Probabilities. (1983) (2)
Are Mass Extinctions Really Periodic? (1987) (2)
Random Variables (2019) (2)
International conference, stochastic dynamic optimization and applications in scheduling and related areas : Universität Passau, April 21.- April 27. 1985 (1985) (2)
CHAPTER 3 – Using Statistics to Summarize Data Sets (2010) (2)
Optimality Results for Coupon Collection (2016) (2)
DUELING BANDIT PROBLEMS (2020) (2)
The Multivariate Normal Distribution and Copulas (2013) (2)
Chapter 8 – Queueing Theory (2010) (2)
PRICING EXOTIC OPTIONS (2000) (2)
How Nearly do Arriving Customers See Time-Average Behavior? (2008) (2)
Dynamic Models for Selling Multiple Items ∗ (2013) (2)
Special random variables (2021) (2)
Finding Expectations of Monotone Functions of Binary Random Variables by Simulation, with Applications to Reliability, Finance, and Round Robin Tournaments (2011) (2)
Distribution of the Time of the First k-Record (1997) (2)
Variance Reduction Techniques (2013) (1)
Nonparametric Hypotheses Tests (2017) (1)
Chapter 8 – HYPOTHESIS TESTING (2009) (1)
Statistical Analysis for Engineers: A Computer-Based Approach.@@@Introduction to Probability and Statistics for Engineers and Scientists. (1990) (1)
Statistical Estimation ofSoftware Reliability (1985) (1)
On the Variance of the Hazard Estimator in Simulation (1991) (1)
A bayesian model for determining optimal testing intervals for computer software (1988) (1)
Chapter 5 – SPECIAL RANDOM VARIABLES (2009) (1)
CHAPTER 2 – Random Variables (1993) (1)
A Simple Proof of Instability of a Random-Access Communication Channel (1988) (1)
THE MULTIPLE-PLAYER ANTE ONE GAME (2011) (1)
Optimal Selling When the Price Distribution is Unknown. (1977) (1)
Chapter 9 – Reliability Theory (1993) (1)
Optimal Allocation of Resources in Systems. (1974) (1)
Average Reward Criterion (1983) (1)
ON TIME TO FIRST FAILURE IN MULTI-COMPONENT EXPONENTIAL RELIABILITY SYSTEMS (2015) (1)
Testing Statistical Hypotheses (2017) (1)
Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets (2005) (1)
Fair gambler’s ruin stochastically maximizes playing time (2022) (1)
Using Statistics to Summarize Data Sets (2017) (1)
Random variables and expectation (2021) (1)
Chapter 15 – Simulation, Bootstrap Statistical Methods, and Permutation Tests (2014) (1)
Is reliability a new science? A paper from the panel session held at the 10th International Conference on Mathematical Methods in Reliability (2019) (1)
Nonparametric hypothesis tests (2021) (1)
Queuing Models for Multiple Chamber Locks (1976) (1)
A MODEL FOR LOCKING IN GAINS WITH AN APPLICATION TO CLINICAL TRIALS (2009) (1)
On the life and work of Cyrus Derman (2013) (1)
Chapter 13 – QUALITY CONTROL (2009) (1)
Chapter 8 – Estimation (2010) (1)
A Random Walk Subject to a Randomly Changing Environment. (1983) (1)
Chapter 5 – Discrete Random Variables (2010) (1)
A conjecture on the Feldman bandit problem (2018) (1)
Continuous-Time Markov Chains (2019) (1)
Mean Cover Times for Coupon Collectors and Star Graphs (1999) (1)
Chapter 11 – Simulation (2010) (1)
Chapter 11 – GOODNESS OF FIT TESTS AND CATEGORICAL DATA ANALYSIS (2009) (1)
Chapter 10 – Analysis of Variance (2014) (1)
Bayesian selling problem with partial information (2013) (1)
A new simulation approach to estimating expected values of functions of Bernoulli random variables under certain types of dependencies (2008) (1)
Chapter 7 – Parameter Estimation (2009) (1)
Chapter 13 – Chi-Squared Goodness-of-Fit Tests (2010) (1)
A First Course in Probability.@@@Introduction to Probability: Theory and Applications. (1977) (1)
Choosing the Best Arm with Guaranteed Confidence (2022) (1)
A TWO-ARMED BANDIT PROBLEM WITH ONE ARM KNOWN UNDER SOME CONSTRAINTS (1993) (1)
Introductory Probability Theory.@@@An Introduction to Probability Theory.@@@Probability and Statistical Inference, Volume 1: Probability.@@@Introduction to Probability Models.@@@An Introduction to Probability and Its Applications. (1986) (1)
Goodness of fit tests and categorical data analysis (2021) (0)
Markov Decision Processes (2015) (0)
Variance Reductions in Simulation of a State-Dependent Queueing System Using Total Hazard (1991) (0)
Distribution of Minimal Path Lengths when Edge Lengths are Independent Heterogeneous Exponential Random Variables (2012) (0)
Using a Chen-Stein identity to obtain low variance simulation estimators (2022) (0)
OntheConsecutive-k-of -n:F System (1982) (0)
Chapter 14 – * Life Testing (2014) (0)
An Elementary Introduction to Mathematical Finance: Exotic Options (2002) (0)
Topics in Finite and Discrete Mathematics: Directed Graphs (2000) (0)
An Elementary Introduction to Mathematical Finance: Pricing Contracts via Arbitrage (2002) (0)
Hypothesis Tests Concerning Two Populations (2017) (0)
Minimizing Costs—Negative Dynamic Programming (1983) (0)
An optimal stocking problem to minimize the expected time to sellout (2021) (0)
Introduction to probability models : student's solutions manual to accompany (1993) (0)
Additional Variance Reduction Techniques (2013) (0)
Topics in Finite and Discrete Mathematics: Combinatorial Analysis (2000) (0)
IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR (2012) (0)
Chapter 4 – Probability (2010) (0)
Introduction to statistics (2021) (0)
Descriptive statistics (2021) (0)
The burglar problem with multiple options (2014) (0)
Stochastic Models in Reliability (1990) (0)
Instructions for Contributors (2010) (0)
Chapter 3 – Conditional Probability and Conditional Expectation (2010) (0)
An Elementary Introduction to Mathematical Finance: Normal Random Variables (2002) (0)
Topics in Finite and Discrete Mathematics: Preliminaries (2000) (0)
A SINGLE-SERVER LOSS QUEUE (2004) (0)
INFINITESIMAL LOOKAHEAD STOPPING RULES loo ' " ' 50 (2015) (0)
Solution Manual for : Introduction to Probability Models : Eighth Edition by (2008) (0)
A MARKOV CHAIN CHOICE PROBLEM (2012) (0)
Quality control (2021) (0)
Guaranteed Fixed-Confidence Best Arm Identification in Multi-Armed Bandits: Simple Sequential Elimination Algorithms (2021) (0)
Elements of probability (2021) (0)
Optimal Activation of Halting Multi-Armed Bandit Models (2023) (0)
Preface: Optimization under uncertainty—costs, risks and revenues Cyrus Derman memorial volume II (2016) (0)
Describing Data Sets (2017) (0)
Some Applications of a Result Concerning Variability Orderings. (1981) (0)
Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume I (2013) (0)
VI – Stochastic Scheduling (1983) (0)
An Elementary Introduction to Mathematical Finance: Probability (2002) (0)
An Elementary Introduction to Mathematical Finance: Beyond Geometric Brownian Motion Models (2002) (0)
A NOTE ON GENERATING SYSTEMS COMPOSED OF BINARY AND TERNARY RANDOM VARIABLES (2005) (0)
STAT 410-0101 - Spring 2015 Course Syllabus Course Title: Introduction to Probability Theory (2015) (0)
Waiting Line and Queueing Models. (1980) (0)
Physical processes in fluids (1980) (0)
A PSEUDO COUNTEREXAMPLE TO A SIMULATION METATHEOREM (1999) (0)
An Elementary Introduction to Mathematical Finance: The Black–Scholes Formula (2002) (0)
Planning and Control under Risk (1974) (0)
On the maximum of a stationary independent increment process (1972) (0)
Preface: Optimization under uncertainty—costs, risks and revenues Cyrus Derman memorial volume II (2013) (0)
Conditional Probability and Conditional Expectation (2019) (0)
An Elementary Introduction to Mathematical Finance: Valuing by Expected Utility (2002) (0)
GOOI-' SriEL — THE GAME OF PURE STRATEGY (0)
Probabilities and probabilistic models (2002) (0)
An Elementary Introduction to Mathematical Finance: Stochastic Dynamic Programming (2011) (0)
An Elementary Introduction to Mathematical Finance: The Arbitrage Theorem (2002) (0)
An Elementary Introduction to Mathematical Finance: Additional Results on Options (2002) (0)
Chapter 14 – LIFE TESTING (2009) (0)
Simulation, bootstrap statistical methods, and permutation tests (2021) (0)
Consider the usual GIIG/1 queue with interarrival times between customers (1974) (0)
Chapter 6 – Normal Random Variables (2010) (0)
MAKING SIMULATIONS MORE EFFICIENT WHEN ANALYZING POISSON ARRIVAL SYSTEMS AND MEANS OF MONOTONE FUNCTIONS (2006) (0)
A generalized coupon collecting model as a parsimonious optimal stochastic assignment model (2012) (0)
Technical Note - A Stochastic Assignment Problem with Unknown Eligibility Probabilities (2020) (0)
»YNAMIC PROGRAMMING AND »AMBUNG MODELS (2015) (0)
»YNAMIC PROGRAMMING AND »AMBUNG MODELS (2015) (0)
Topics in Finite and Discrete Mathematics: Probability (2000) (0)
On the life and work of Cyrus Derman (2013) (0)
Probability and Stochastic Processes after (2013) (0)
Topics in Finite and Discrete Mathematics: Statistics (2000) (0)
Statistical Analysis of Simulated Data (2013) (0)
An Elementary Introduction to Mathematical Finance: Autoregressive Models and Mean Reversion (2011) (0)
Stochastic models and algorithms dedicated to the 60th birthday of Professor Eugene A. Feinberg (2022) (0)
Dynamic search models with multiple items (2020) (0)
An Elementary Introduction to Mathematical Finance: Autogressive Models and Mean Reversion (2002) (0)
SERVERS AND A REPAIRMAN (1980) (0)
Markov Chains (2019) (0)
On the number of tests needed for the pooled testing halving scheme (2021) (0)
Chapter 15 – Quality Control (2010) (0)
An Elementary introduction to mathematical finance : otions and other topics / by Sheldon M. Ross (2003) (0)
Hypothesis testing (2021) (0)
A PROBABILISTIC FRIENDSHIP NETWORK MODEL (2020) (0)
An optimal software debugging model (1991) (0)
Chapter 7 – Renewal Theory and Its Applications (1993) (0)
AN INDIVIDUAL AND SOCIALLY OPTIMAL POLICY MINIMIZING EXPECTED FLOW TIMES (2015) (0)
An Elementary Introduction to Mathematical Finance: Optimization Models (2002) (0)
fr 1 00 Oi 00 CD SOME RESULTS FOR INFINITE SERVER POISSON QUEUES (2015) (0)
A Note on Approximating Mean Occupation Times of Continuous-Time Markov Chains (1988) (0)
Some Results in Dynamic Programming (1971) (0)
Student solutions manual to accompany Introductory statistics (2005) (0)
Chapter 3 – Elements of Probability (2014) (0)
Random Permutations and Optimal Selling (2008) (0)
WINNER PLAYS COMPETITION MODELS (2019) (0)
Improving the Asmussen-kroese Type Simulation Estimators Improving the Asmussen-kroese Type Simulation Estimators * (2012) (0)
Instructions for contributors (2008) (0)
CHAPTER 10 – Hypothesis Tests Concerning Two Populations (2010) (0)
Dynamic search models with multiple items (2019) (0)
Topics in Finite and Discrete Mathematics: Groups and Permutations (2000) (0)
Peaks from Random Data (1987) (0)
Stochastic Order Relations (2011) (0)
Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume I (2013) (0)
Topics in Finite and Discrete Mathematics: Preface (2000) (0)
Mathematics of finance (1947) (0)
Topics in Finite and Discrete Mathematics: Linear Programming (2000) (0)
Topics in Finite and Discrete Mathematics: Graphs and Trees (2000) (0)
Modeling Systems of Dependent Components (2014) (0)
Solutions to Starred Exercises (2019) (0)
Chapter 2 – Describing Data Sets (2010) (0)
Wiley Series in Probability and Mathematical Statistics (1996) (0)
Multi-Valued Component Systems. (1981) (0)
An Elementary Introduction to Mathematical Finance: Geometric Brownian Motion (2002) (0)
Chapter 12 – Nonparametric Hypothesis Tests (2014) (0)
Maximizing Rewards—Positive Dynamic Programming (1983) (0)
An Elementary Introduction to Mathematical Finance: Introduction and Preface (2002) (0)
Sorting and Searching (2000) (0)
A simple derivation of a mean and variance in a truncated inverse sampling problem (2002) (0)
An Elementary Introduction to Mathematical Finance: Interest Rates and Present Value Analysis (2002) (0)
BOUNDING SYSTEM RELIABILITY (2001) (0)

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