Academic literature on the topic 'Optimal stopping rules'
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Journal articles on the topic "Optimal stopping rules"
Assaf, David, and Ester Samuel-Cahn. "Optimal multivariate stopping rules." Journal of Applied Probability 35, no. 3 (September 1998): 693–706. http://dx.doi.org/10.1239/jap/1032265217.
Full textAssaf, David, and Ester Samuel-Cahn. "Optimal multivariate stopping rules." Journal of Applied Probability 35, no. 03 (September 1998): 693–706. http://dx.doi.org/10.1017/s002190020001634x.
Full textKarni, Edi, and Zvi Safra. "Behaviorally consistent optimal stopping rules." Journal of Economic Theory 51, no. 2 (August 1990): 391–402. http://dx.doi.org/10.1016/0022-0531(90)90024-e.
Full textFerguson, T. S., and J. P. Hardwick. "Stopping rules for proofreading." Journal of Applied Probability 26, no. 02 (June 1989): 304–13. http://dx.doi.org/10.1017/s0021900200027303.
Full textFerguson, T. S., and J. P. Hardwick. "Stopping rules for proofreading." Journal of Applied Probability 26, no. 2 (June 1989): 304–13. http://dx.doi.org/10.2307/3214037.
Full textAnkirchner, Stefan, and Maike Klein. "Bayesian sequential testing with expectation constraints." ESAIM: Control, Optimisation and Calculus of Variations 26 (2020): 51. http://dx.doi.org/10.1051/cocv/2019045.
Full textChow, Chung-Wen, and Zvi Schechner. "On stopping rules in proofreading." Journal of Applied Probability 22, no. 4 (December 1985): 971–77. http://dx.doi.org/10.2307/3213967.
Full textChow, Chung-Wen, and Zvi Schechner. "On stopping rules in proofreading." Journal of Applied Probability 22, no. 04 (December 1985): 971–77. http://dx.doi.org/10.1017/s002190020010823x.
Full textAllaart, Pieter, and Michael Monticino. "Optimal stopping rules for directionally reinforced processes." Advances in Applied Probability 33, no. 2 (June 2001): 483–504. http://dx.doi.org/10.1017/s0001867800010909.
Full textAllaart, Pieter, and Michael Monticino. "Optimal stopping rules for directionally reinforced processes." Advances in Applied Probability 33, no. 2 (2001): 483–504. http://dx.doi.org/10.1239/aap/999188325.
Full textDissertations / Theses on the topic "Optimal stopping rules"
Benkherouf, Lakdere. "Optimal stopping rules in oil exploration." Thesis, Imperial College London, 1988. http://hdl.handle.net/10044/1/46958.
Full textYu, Shiau-Ping, and 余曉萍. "Development of Optimal Stopping Rules for Sequential Sampling Plan." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/74935312944624766199.
Full text國立成功大學
統計學系碩博士班
95
During the in-coming and/or outgoing inspection of the industrial products, the decision of accepting or rejecting a lot is made according to the inspection/testing results for the key characteristics of sample units. Additional costs including labor and material costs as well as the loss of mis-judgement usually occur when applying Wald's sequential sampling plan to the destructive testing. Normally, previous stopping rules for Wald's sequential sampling plan are empirically determined based on rules of thumb. Practical and unable to decide whether the sample number for terminating inspection/testing is economical or not . In order to effectively reduce the average sample number of sequential sampling plan, the upper limit of the sample number is specified first, then the optimal stopping rules is determined based on this specified sample number . Finally, a total cost function is established to assess the total loss of the proposed sequential sampling plan . The results show that the optimal stopping rule for our proposed sequential sampling plan can effectively reduce the average sample number and thus achieve a minimum total loss under the reasonable type Ι and Ⅱ errors.
Tai, Chien-Yin, and 戴劍英. "Approximation to Optimal Stopping Rules for Poisson Random Variables." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/13199778980789864589.
Full textChiang, Hui-Chuan, and 姜惠娟. "Optimal Stopping and Adaptive Rules for Imperfect Debugging with Unequal Failure Rates." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/06645880387517052729.
Full textWin-Chou, Sir, and 周嗣文. "SELECTING THE STOCK ISSUING MEANS USING OPTIMAL STOPPING RULE." Thesis, 1993. http://ndltd.ncl.edu.tw/handle/68219092604011920715.
Full textCiou, Yi-Hao, and 邱奕豪. "Optimal Look-ahead Stopping Rule and Its Application to American Option." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/95081942287889903528.
Full text國立彰化師範大學
數學系所
99
A stopping rule is a nonnegative integer-valued random variable and an optimal stopping rule is a stopping rule which maximizes expectation of the underlying process. Backward induction (Chow, Robbins and Siegmund, 1971), or dubbed as the Snell envelope, provides itself as a rule to find the optimal time to stop the underlying stochastic sequence. In this thesis, we consider a more general class of stopping rules called "k-step look ahead stopping rule" and study their fundamental properties. Moreover, similar to Bensoussan (1984) and Karatzas (1988), we extend the pricing strategy of American options to the class comprising k-step look ahead stopping rules.
Books on the topic "Optimal stopping rules"
Shiri︠a︡ev, Alʹbert Nikolaevich. Optimal stopping rules. Berlin: Springer, 2008.
Find full textSrivastava, M. S. Optimal bayes stopping rules for detecting the change point in a bernoulli process. Toronto: University of Toronto, Dept. of Statistics, 1989.
Find full textShiryaev, Albert N. Optimal Stopping Rules. Springer, 2008.
Find full textOptimal Stopping Rules. Springer London, Limited, 2007.
Find full textBook chapters on the topic "Optimal stopping rules"
Shiryaev, Albert N. "Optimal Stopping Rules." In International Encyclopedia of Statistical Science, 1032–34. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_433.
Full textChow, Y. S., and Herbert Robbins. "On Optimal Stopping Rules." In Herbert Robbins Selected Papers, 425–41. New York, NY: Springer New York, 1985. http://dx.doi.org/10.1007/978-1-4612-5110-1_39.
Full textBhattacharya, Rabi, and Edward C. Waymire. "Special Topic: Optimal Stopping Rules." In Graduate Texts in Mathematics, 291–303. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-78939-8_24.
Full textDomansky, Victor. "Dynkin’s Games with Randomized Optimal Stopping Rules." In Annals of the International Society of Dynamic Games, 247–62. Boston, MA: Birkhäuser Boston, 2005. http://dx.doi.org/10.1007/0-8176-4429-6_14.
Full textShiryaev, Albert N. "Optimal Stopping Rules. General Theory for the Continuous-Time Case." In Stochastic Disorder Problems, 93–137. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01526-8_5.
Full textBarón, Michael I. "Bayes and asymptotically pointwise optimal stopping rules for the detection of influenza epidemics." In Case Studies in Bayesian Statistics, 153–63. New York, NY: Springer New York, 2002. http://dx.doi.org/10.1007/978-1-4612-2078-7_5.
Full textShiryaev, Albert N. "Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation." In Stochastic Disorder Problems, 75–91. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01526-8_4.
Full textPolushina, T. V. "Estimating Optimal Stopping Rules in the Multiple Best Choice Problem with Minimal Summarized Rank via the Cross-Entropy Method." In Evolutionary Learning and Optimization, 227–41. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12834-9_11.
Full textXu, Yuhua, Zhan Gao, Jinlong Wang, and Qihui Wu. "Multichannel Opportunistic Spectrum Access in Fading Environment Using Optimal Stopping Rule." In Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, 275–86. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29157-9_26.
Full text"Optimal Stopping Rules." In Natural Resource Economics, 249–72. Cambridge University Press, 2020. http://dx.doi.org/10.1017/9781108588928.008.
Full textConference papers on the topic "Optimal stopping rules"
Grzybowski, Andrzej Z., and Alexander M. Korsunsky. "Optimal Stopping Rules For Some Blackjack Type Problems." In CURRENT THEMES IN ENGINEERING SCIENCE 2009: Selected Presentations at the World Congress on Engineering-2009. AIP, 2010. http://dx.doi.org/10.1063/1.3366517.
Full textZhang, Qing, Caojin Zhang, and George Yin. "Near-optimal stopping rules for two-time-scale Markovian systems." In 2017 IEEE 56th Annual Conference on Decision and Control (CDC). IEEE, 2017. http://dx.doi.org/10.1109/cdc.2017.8263729.
Full textPeng, Kangjing, and Gang Xie. "The Optimal Spectrum Sensing Stopping Rules Considering Power Limitation in Cognitive Radio." In 2019 IEEE 89th Vehicular Technology Conference (VTC2019-Spring). IEEE, 2019. http://dx.doi.org/10.1109/vtcspring.2019.8746384.
Full textLiao, Fei. "Notice of Violation of IEEE Publication Principles - Optimal stopping rules for proofreading." In 2010 3rd International Conference on Biomedical Engineering and Informatics (BMEI 2010). IEEE, 2010. http://dx.doi.org/10.1109/bmei.2010.5639679.
Full textSofronov, Georgy Yu, and Tatiana V. Polushina. "Evaluating Optimal Stopping Rules in the Multiple Best Choice Problem using the Cross-Entropy Method." In Artificial Intelligence and Applications. Calgary,AB,Canada: ACTAPRESS, 2013. http://dx.doi.org/10.2316/p.2013.794-018.
Full textPolushina, T. V. "Estimating optimal stopping rules in the multiple best choice problem with minimal summarized rank via the Cross-Entropy method." In 2009 IEEE Congress on Evolutionary Computation (CEC). IEEE, 2009. http://dx.doi.org/10.1109/cec.2009.4983142.
Full textRaskutti, Garvesh, Martin J. Wainwright, and Bin Yu. "Early stopping for non-parametric regression: An optimal data-dependent stopping rule." In 2011 49th Annual Allerton Conference on Communication, Control, and Computing (Allerton). IEEE, 2011. http://dx.doi.org/10.1109/allerton.2011.6120320.
Full textVaid, Vertika, Aaqib Patel, and S. N. Merchant. "Optimal channel stopping rule under constrained conditions for CRNs." In 2014 Twentieth National Conference on Communications (NCC). IEEE, 2014. http://dx.doi.org/10.1109/ncc.2014.6811283.
Full textFekom, Mathilde, Nicolas Vayatis, and Argyris Kalogeratos. "Optimal Multiple Stopping Rule for Warm-Starting Sequential Selection." In 2019 IEEE 31st International Conference on Tools with Artificial Intelligence (ICTAI). IEEE, 2019. http://dx.doi.org/10.1109/ictai.2019.00202.
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