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searching for Optimal stopping 25 found (60 total)

Decision boundary (556 words) [view diff] exact match in snippet view article find links to article

another is ambiguous. Decision boundaries can be approximations of optimal stopping boundaries. The decision boundary is the set of points of that hyperplane

Obstacle problem (1,912 words) [view diff] exact match in snippet view article find links to article

arises in control theory, specifically the question of finding the optimal stopping time for a stochastic process with payoff function ϕ ( x ) {\displaystyle

Zdzisław Józef Porosiński (366 words) [view diff] exact match in snippet view article find links to article

he defended his doctoral dissertation entitled Selected problems of optimal stopping . The research supervisor and thesis supervisor was professor Stanisław

Albert Shiryaev (751 words) [view diff] exact match in snippet view article find links to article

Russian editions) Optimal Stopping Rules. Springer-Verlag. 1978. ISBN 9783540740100. Statistical sequential analysis: optimal stopping rules. American Mathematical

Bernt Øksendal (682 words) [view diff] exact match in snippet view article find links to article

of interest is stochastic analysis, including stochastic control, optimal stopping, stochastic ordinary and partial differential equations and applications

What Is Mathematics? (847 words) [view diff] case mismatch in snippet view article find links to article

Robbins did the same in the book Great Expectations: The Theory of Optimal Stopping he co-authored with Yuan-Shih Chow and David Siegmund, where one can

Mary E. Thompson (508 words) [view diff] case mismatch in snippet view article find links to article

1969 dissertation, supervised by Joseph L. Doob, was Some Aspects of Optimal Stopping Theory. From the completion of her doctorate to her retirement, she

Search cost (2,875 words) [view diff] exact match in snippet view article find links to article

again at any price, and the optimum search problem is related to the "optimal stopping" issue. [22] Numerous search cost models exist to depict the process

Law of the iterated logarithm (1,205 words) [view diff] case mismatch in snippet view article find links to article

Uncertainty in Artificial Intelligence (UAI). C. Daskalakis and Y. Kawase: "Optimal Stopping Rules for Sequential Hypothesis Testing". In 25th Annual European Symposium

Disorder problem (165 words) [view diff] case mismatch in snippet view article find links to article

University Press. ISBN 978-0-521-62104-5. Shiryaev, Albert N. (2007). Optimal Stopping Rules. Springer. ISBN 978-3-540-74010-0. Gapeev, P.V. (2005). "The

Yuan-Shih Chow (555 words) [view diff] case mismatch in snippet view article find links to article

Henry Teicher), Springer Verlag, ISBN 978-0-387-40607-7 The Theory of Optimal Stopping, with Herbert Robbins and David Siegmund, 1971 Chao Hsiung, Agnes;

Doob decomposition theorem (1,463 words) [view diff] exact match in snippet view article find links to article

11, part (b) of the Theorem) (Lamberton & Lapeyre 2008, Chapter 2: Optimal stopping problem and American options) (Föllmer & Schied 2011, Chapter 6: American

Early stopping (1,802 words) [view diff] exact match in snippet view article find links to article

presents a bias-variance tradeoff, which is then solved to give an optimal stopping rule that may depend on the unknown probability distribution. That

Stephen Mitchell Samuels (678 words) [view diff] exact match in snippet view article find links to article

JSTOR 2243090. 1977 Frank, Arthur Q.; Samuels, Stephen M. (1980). "On an optimal stopping problem of Gusein-Zade". Stochastic Processes and Their Applications

Behavioral operations management (1,926 words) [view diff] exact match in snippet view article find links to article

cost of the assignment. The secretary problem can also be called the optimal stopping theory. It focuses heavily on applied probability, statistics and decision

Sabir Gusein-Zade (626 words) [view diff] exact match in snippet view article find links to article

1, pp. 125–156. S. M. Gusein-Zade. "The problem of choice and the optimal stopping rule for a sequence of independent trials". Theory of Probability &

Jean-François Mertens (3,864 words) [view diff] exact match in snippet view article find links to article

Mertens, Jean-François (1973). "Strongly supermedian functions and optimal stopping". Probability Theory and Related Fields. 26 (2): 119–139. doi:10.1007/BF00533481

Chen Wen-chen (3,700 words) [view diff] case mismatch in snippet view article find links to article

JSTOR 3212955. S2CID 124281166. Chen, Wen-chen; Starr, Norman (1980-06-01). "Optimal Stopping in an Urn". The Annals of Probability. 8 (3): 451–464. doi:10.1214/aop/1176994720

Monotone comparative statics (8,478 words) [view diff] exact match in snippet view article find links to article

S {\displaystyle \{f(\cdot ;s)\}_{s\in S}} obey IDO. Application (Optimal stopping problem): At each moment in time, agent gains profit of π ( t ) {\displaystyle

Linear programming (6,567 words) [view diff] exact match in snippet view article find links to article

Mathematical programming Nonlinear programming Odds algorithm used to solve optimal stopping problems Oriented matroid Quadratic programming, a superset of linear

Lester Dubins (1,466 words) [view diff] case mismatch in snippet view article find links to article

1214/aoms/1177699142. JSTOR 2238767. Dubins, Lester E.; Teicher, Henry (1967). "Optimal Stopping When the Future is Discounted". The Annals of Mathematical Statistics

Guillermo Gallego (1,536 words) [view diff] exact match in snippet view article find links to article

Gallego, G. (1995). Optimal starting times for end-of-season sales and optimal stopping times for promotional fares. Management science, 41(8), 1371–1391.

Envelope theorem (3,975 words) [view diff] exact match in snippet view article find links to article

programming, continuous optimization problems, saddle-point problems, and optimal stopping problems. Maximum theorem Danskin's theorem Hotelling's lemma Le Chatelier's

Henry N. Tisdale (580 words) [view diff] case mismatch in snippet view article find links to article

from Dartmouth College. His thesis was titled On Methods for Solving Optimal Stopping Problems (1978), under advisor James Laurie Snell. In his early career

The Price Is Right (17,240 words) [view diff] case mismatch in snippet view article find links to article

doi:10.1093/ej/uead087. Coe, Paul R.; Butterworth, William (1995). "Optimal Stopping in "The Showcase Showdown"". The American Statistician. 49 (3): 271–275