Results 91 to 100 of about 5,133,673 (158)
Optimal stopping of two-parameter processes on nonstandard probability spaces
We prove the existence of optimal stopping points for upper semicontinuous two-parameter processes defined on filtered nonstandard (Loeb) probability spaces that satisfy a classical conditional independence hypothesis. The proof is obtained via a lifting
Robert C. Dalang
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Active learning has become an increasingly popular method for screening large amounts of data in systematic reviews and meta-analyses. The active learning process continually improves its predictions on the remaining unlabeled records, with the goal of ...
Josien Boetje, Rens van de Schoot
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Bounded Risk Estimation of the Gamma Scale Parameter in a Purely Sequential Sampling Procedure
We consider the purely sequential procedure for estimating the scale parameter of a gamma distribution with known shape parameter, when the risk function is bounded by the known preassigned number.
Eisa Mahmoudi +2 more
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On randomized stopping points and perfect graphs
Randomized stopping points form a convex set associated with the information structure that arises in the context of the optimal stopping problem for two-parameter processes.
Trotter, L. E. Jr. +5 more
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Marian Midsize Shrines: three itineraries between Portugal and Slovakia
Many travellers whose main motivation is religious tourism (Catholic) have visited the major shrines such as the Holy Land, the Vatican, Lourdes (France) and Fatima (Portugal). After having been in those places / shrines, religious tourists seek to visit
Vitor Ambrósio +5 more
doaj +1 more source
Stopping and set-indexed local martingales
Set-indexed local martingales are defined and studied. We present some optional sampling theorems for strong martingales, martingales and weak martingales. The class of set-indexed processes which are locally of class (D) is introduced.
Ivanoff, B. Gail, Merzbach, Ely
core
Stopping with expectation constraints: 3 points suffice
We consider the problem of optimally stopping a one-dimensional continuous-time Markov process with a stopping time satisfying an expectation constraint.
Klein, Maike +3 more
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Stopping Inappropriate Medicines in the Outpatient Setting
Medicines are prescribed for patients, usually appropriately, in response to illness and symptoms. Many are continued for life, especially when prescribed for chronic conditions. With increasing age, some medicines, particularly those requiring adequate organ function for drug clearance, can produce more harm than benefit. Research shows that high risk
Duraisingham, Sai +5 more
openaire +1 more source
Non-stopping times and stopping theorems
Given a random time, we give some characterizations of the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times.
Nikeghbali, Ashkan
core
Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon [PDF]
We present a solution to some discounted optimal stopping problem for the maximum of a geometric Brownian motion on a finite time interval. The method of proof is based on reducing the initial optimal stopping problem with the continuation region ...
Pavel V. Gapeev
core

