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Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1963
Let y 1,y 2, … be a sequence of random variables with a given joint distribution. Assume that we can observe the y’s sequentially but that we must stop some time, and that if we stop with yn we will receive a payoff x n = f n(y 1, …, y n). What stopping rule will maximize the expected value of the payoff?
Chow, Y. S., Robbins, H.
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Let y 1,y 2, … be a sequence of random variables with a given joint distribution. Assume that we can observe the y’s sequentially but that we must stop some time, and that if we stop with yn we will receive a payoff x n = f n(y 1, …, y n). What stopping rule will maximize the expected value of the payoff?
Chow, Y. S., Robbins, H.
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Optimal Stopping with a Probabilistic Constraint
Journal of Optimization Theory and Applications, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aaron Zeff Palmer, Alexander Vladimirsky
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Journal of Data and Information Quality, 2009
Record-linkage is the process of identifying whether two separate records refer to the same real-world entity when some elements of the record’s identifying information (attributes) agree and others disagree. Existing record-linkage decision methodologies use the outcomes from the comparisons of the whole set of attributes.
George V. Moustakides +1 more
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Record-linkage is the process of identifying whether two separate records refer to the same real-world entity when some elements of the record’s identifying information (attributes) agree and others disagree. Existing record-linkage decision methodologies use the outcomes from the comparisons of the whole set of attributes.
George V. Moustakides +1 more
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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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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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Optimal Stopping in a Dice Game
Journal of Applied Probability, 1998In this paper we consider an explicit solution of an optimal stopping problem arising in connection with a dice game. An optimal stopping rule and the maximum expected reward in this problem can easily be computed by means of the distributions involved and the specific rules of the ...
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