STOPPING RULE PROBLEMS The theory of optimal stopping is concerned with the problem of choosing a time to take a given action based on sequentially observed random variables in order to maximize an expected payo64256 or to minimize an expected cost ID: 25363
Download Pdf The PPT/PDF document "OPTIMAL STOPPING AND APPLICATIONS Chapte..." is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.