Results 181 to 190 of about 800 (211)
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Optimal Stopping with a Horizon Constraint
Mathematics of Operations Research, 1980A Langrangean function approach to optimality and duality is used to study the optimal stopping problem with a horizon constraint. This approach forces the analysis of the problem to “look beyond” the horizon time, which is essential to any implicit valuation of the horizon constraint.
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Optimal Stopping Made Easy [PDF]
SSRN Electronic Journal, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Boyarchenko, S, Levendorskiǐ, S
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Convergence of values in optimal stopping and convergence of optimal stopping times
Electronic Journal of Probability, 2007 Under the hypothesis of convergence in probability of a sequence of càdlàg processes $(X^n)\_n$ to a càdlàg process $X$, we are interested in the convergence of corresponding values in optimal stopping and also in the convergence of optimal stopping times. We give results under hypothesis of inclusion of filtrations or convergence of filtrations.
Coquet, François, Toldo, Sandrine
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Optimal Stopping in "The Showcase Showdown"
The American Statistician, 1995Abstract One of the games routinely played on the TV game show The Price is Right involves spinning a large wheel with the nickel values 5, 10, 15, …, 100 on it. The object of the game is to have the highest total score, from one or two spins, of all of the players in the game without going over a dollar (100).
Paul R. Coe, William Butterworth
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Optimal Stopping Meets Combinatorial Optimization
2013Optimal stopping theory considers the design of online algorithms for stopping a random sequence subject to an optimization criterion. For example, the famous secretary problem asks to identify a stopping rule that maximizes the probability of selecting the maximum element in a sequence presented in uniformly random order.
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Stopping Criteria for Multimodal Optimization
2014Multimodal optimization requires maintenance of a good search space coverage and approximation of several optima at the same time. We analyze two constitutive optimization algorithms and show that in many cases, a phase transition occurs at some point, so that either diversity collapses or optimization stagnates.
Simon Wessing +2 more
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A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading
Mathematics of Operations Research, 2022Tiziano De Angelis, Katia Colaneri
exaly
ΔV-learning: An adaptive reinforcement learning algorithm for the optimal stopping problem
Expert Systems With Applications, 2023Chi-Guhn Lee, Xiying Li, Xiying Li
exaly