Results 1 to 10 of about 651 (67)
Explaining human sampling rates across different decision domains [PDF]
Undersampling biases are common in the optimal stopping literature, especially for economic full choice problems. Among these kinds of number-based studies, the moments of the distribution of values that generates the options (i.e., the generating ...
Didrika S. van de Wouw +3 more
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On Asymptotics of Optimal Stopping Times
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward.
Hugh N. Entwistle +2 more
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Optimal Stopping Methods for Investment Decisions: A Literature Review
Investors decide the best time to take a given action by maximizing their utility function while taking into account current information and the underlying process in the optimal stopping model. Option pricing, sequential analysis, disorder problems, and
Zhenya Liu, Yuhao Mu
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A Comprehensive Study of Event Detection in WPCN Networks with Noisy Measurements
Various aspects of the detection of events in wireless powered communication networks (WPCN) are studied and analyzed under the assumption of highly noisy sensor measurements. In WPCN, networks sensor nodes’ stored energy is a scarce resource and must be
Michael Koutsioumpos +3 more
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Automated stopping criterion for spectral measurements with active learning
The automated stopping of a spectral measurement with active learning is proposed. The optimal stopping of the measurement is realised with a stopping criterion based on the upper bound of the posterior average of the generalisation error of the Gaussian
Tetsuro Ueno +3 more
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The Closed-Form Solution of an Extraction Model and Optimal Stopping Problems with Regime Switching
We aim to obtain by viscosity solution method the closed-form solution of a model concerning natural resource extraction in which a firm draws a schedule of when to stop the extraction.
Yong-Chao Zhang, Na Zhang, Qinglong Zhou
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Determination of optimal parameters for sublevel stopping method [PDF]
This paper presents a design and parameters of the new variant of sublevel stopping method. The proposed new variant is the result of combination the theoretic considerations, field experience using the application of similar methods and researches on ...
Milić Vitomir +2 more
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Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences
We investigate an optimal reinsurance problem for an insurance company taking into account subscription costs: that is, a constant fixed cost is paid when the reinsurance contract is signed.
Matteo Brachetta, Claudia Ceci
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The Perils of Misspecified Priors and Optional Stopping in Multi-Armed Bandits
The connection between optimal stopping times of American Options and multi-armed bandits is the subject of active research. This article investigates the effects of optional stopping in a particular class of multi-armed bandit experiments, which ...
Markus Loecher
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An Energy-Aware Transmission Target Selection Mechanism for UAV Networking
The energy consumption of transmitting data during the process of UAVs co-execution task affects the performance of the UAV CPU and the quality of the task accomplished. In order to reduce the energy consumption of data transmission in UAV networks, this
Jiehong Wu +4 more
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