Articles dans des revues avec comité de lecture (74)
33.
Bruss, F. T., & Delbaen, F. (2005). A Central Limit Theorem for the Optimal Selection Process for Monotone Subsequences of Maximum Expected Length. Stochastic processes and their applications, 114, 287-311. doi:10.1016/j.spa.2004.09.002
34.
Bruss, F. T. (2005). Jak przechytrzyé niepewnosc. Badania Operacyjne i Decyzje, 4, 61-70.
35.
Bruss, F. T. (2005). What is known about Robbins' Problem? Journal of Applied Probability, 42(1), 108-120.
36.
Bruss, F. T. (2004). Playing a trick on uncertainty. Kexue Yuekan, 7, 564-567.
37.
Swan, Y., & Bruss, F. T. (2004). The Schwarz-Christoffel transformation as a tool in applied probability. Mathematical scientist, 29(1), 21-32.
38.
Bruss, F. T. (2003). Playing a trick on uncertainty. Newsletter - European Mathematical Society, 50, 7-8.
39.
Bruss, F. T., & Grübel, R. (2003). On the multiplicity of the maximum in a discrete random sample. The Annals of applied probability, 13(4), 1252-1263. doi:10.1214/aoap/1069786498
40.
Bruss, F. T. (2003). A note on bounds for the odds theorem of optimal stopping. Annals of probability, 31(4), 1859-1861. doi:10.1214/aop/1068646368
41.
Bruss, F. T., Louchard, G., & Turner, J. (2003). On the N-tower problem and related problems. Advances in Applied Probability, 35(1), 278-294. doi:10.1239/aap/1046366109
42.
Bruss, F. T., & Louchard, G. (2003). Optimal stopping on patterns in strings generated by independent random variables. Journal of Applied Probability, 40(1), 49-72. doi:10.1239/jap/1044476827
43.
Bruss, F. T., & Ferguson, T. S. (2002). High-risk and competitive investment models. The Annals of applied probability, 12(4), 1202-1226. doi:10.1214/aoap/1037125860
44.
Bruss, F. T., & Delbaen, F. (2001). Optimal rules for the sequential selection of monotone subsequences of maximum expected length. Stochastic processes and their applications, 96(2), 313-342. doi:10.1016/S0304-4149(01)00122-3