Results 31 to 40 of about 800 (211)
Randomized Policy Optimization for Optimal Stopping
SSRN Electronic Journal, 2022 65 pages, 1 ...
Xinyi Guan, Velibor V. Misic
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A note on dilations and martingales
International Journal of Mathematics and Mathematical Sciences, 1993 The purpose of this note is to investigate the effect of dilations on martingales and to give conditions under which a dilated martingale will retain the martingale property.
Martin L. Jones
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Distribution‐constrained optimal stopping
Mathematical Finance, 2018 AbstractWe solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely many atoms. In particular, we show that this problem can be converted to a finite sequence of state‐constrained optimal control problems with additional states corresponding to ...
Bayraktar, Erhan, Miller, Christopher W.
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Asymptotic Duration for Optimal Multiple Stopping Problems
MathematicsWe study the asymptotic duration of optimal stopping problems involving a sequence of independent random variables that are drawn from a known continuous distribution.
Hugh N. Entwistle +2 more
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The Annals of Mathematical Statistics, 1966 This paper considers the following problem. One takes independent and identically distributed observations from a population obeying a probability law $F_\theta(x)$. However, one does not know $F_\theta(x)$. What is known is a family of distribution functions $\Theta = \{F_\theta(x)\}$ and one assumes that there exists a prior probability measure $\mu ...
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An exactly solvable multiple stochastic optimal stopping problem
Advances in Difference Equations, 2018 A new kind of multiple stochastic optimal stopping problem is formulated and its associated recursive variational inequalities are derived. We show that these variational inequalities can be solved exactly in a cascading manner.
Hidekazu Yoshioka
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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 Empirical Study on the Correlation between Early Stopping Patience and Epochs in Deep Learning [PDF]
ITM Web of ConferencesEarly stopping is a technique used to prevent overfitting in deep learning models by stopping the training process when the validation loss stops improving.
Hussein Bootan M., Shareef Shareef M.
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Time-Consistent Optimal Stopping [PDF]
SSRN Electronic Journal, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Neural architecture search applying optimal stopping theory
Frontiers in Artificial IntelligenceNeural architecture search (NAS) exploration requires tremendous amounts of computational power to properly explore. This makes exploration of modern NAS search spaces impractical for researchers due to the infrastructure investments required and the ...
Matthew Sheehan, Oleg Yakimenko
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