Results 21 to 30 of about 342,776 (277)
Los valores del juego de parada óptima para medias aritméticas de variables de Bernoulli
Revista de Matemática: Teoría y Aplicaciones, 2009 We study optimal stopping problems for generalized averages of identically distributed Bernoulli variables, taking values in the set D = {d0, d1}. We obtain a recurrent formula in the finite horizon case, which gives the value of the game in terms of ...
Jaime Lobo Segura, Santiago Cambronero
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Concentration Inequalities and Optimal Number of Layers for Stochastic Deep Neural Networks
IEEE Access, 2023 We state concentration inequalities for the output of the hidden layers of a stochastic deep neural network (SDNN), as well as for the output of the whole SDNN.
Michele Caprio, Sayan Mukherjee
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Conditional Optimal Stopping: A Time-Inconsistent Optimization [PDF]
SSRN Electronic Journal, 2019 Forthcoming in 'Annals of Applied Probability'
Nutz, Marcel, Zhang, Yuchong
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Understanding gambling behaviour and risk attitudes using cryptocurrency-based casino blockchain data [PDF]
Royal Society Open Science, 2020 The statistical concept of gambler’s ruin suggests that gambling has a large amount of risk. Nevertheless, gambling at casinos and gambling on the Internet are both hugely popular activities.
Jonathan Meng, Feng Fu
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Zero-sum stopping games with asymmetric information [PDF]
, 2017 We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that the players ...
Gensbittel, Fabien, Grün, Christine
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Métodos no estándar en el problema de la parada óptima
Revista de Matemática: Teoría y Aplicaciones, 2009 We analize the optimal-stopping ploblem by the use of non standard analysis techniques. Using the non standard concept of quasi-optimal time, we prove the existence of optimal times for the problems of finite and infinite horizon .
Jaime Lobo Segura
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Pricing Multidimensional American Options
International Journal of Financial Studies, 2023 A new explicit form is provided for the solution of optimal stopping problems involving a multidimensional geometric Brownian motion. A free-boundary value approach is adopted and the value function is obtained via fundamental solution methods. There are
Elettra Agliardi, Rossella Agliardi
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Methodology for determining the optimal parameters of a public transport stop point
Интеллект. Инновации. Инвестиции, 2022 The article describes a study to determine the optimal parameters of a public transport stop. One of the directions of state policy in the field of transport services for the population in cities is the development and priority of public transport ...
А. A. Fadyushin
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An Optimal Decision Rule for a Multiple Selling Problem with a Variable Rate of Offers
Mathematics, 2020 An asset selling problem is one of well-known problems in the decision making literature. The problem assumes a stream of bidders who would like to buy one or several identical objects (assets).
Georgy Sofronov
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Optimal stopping with randomly arriving opportunities to stop
, 2023 We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly. Such problems occur naturally in applications with market frictions. Pivotal to our approach is that our methods operate on random rather than deterministic time scales.
Dekker, Josha A. +3 more
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