Optimal stopping

Known as: Optimal Stopping problem 
In mathematics, the theory of optimal stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an… (More)
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2014
2014
Let X : [0, T ]×Ω −→ R be a bounded càdlàg process with positive jumps defined on the canonical space of continuous paths Ω. We… (More)
Is this relevant?
2012
2012
We introduce the pathwise optimization (PO) method, a new convex optimization procedure to produce upper and lower bounds on the… (More)
  • table 1
  • table 2
  • table 3
  • table 4
Is this relevant?
Highly Cited
2009
Highly Cited
2009
In this paper, we study distributed opportunistic scheduling (DOS) in an ad hoc network, where many links contend for the same… (More)
  • figure 1
  • figure 2
  • figure 3
  • table III
  • figure 4
Is this relevant?
Highly Cited
2007
Highly Cited
2007
A singular stochastic control problem with state constraints in two-dimensions is studied. We show that the value function is C… (More)
Is this relevant?
Highly Cited
2007
Highly Cited
2007
We develop a theory of optimal stopping under Knightian uncertainty. A suitable martingale theory for multiple priors is derived… (More)
  • figure 1
Is this relevant?
Highly Cited
2003
Highly Cited
2003
A new characterization of excessive functions for arbitrary one–dimensional regular diffusion processes is provided, using the… (More)
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
Highly Cited
2003
Highly Cited
2003
We develop a novel time-selection strategy for iterative image restoration techniques: the stopping time is chosen so that the… (More)
  • figure 1
  • figure 2
  • figure 3
  • figure 5
  • table 1
Is this relevant?
Highly Cited
2002
Highly Cited
2002
Consider a model of a financial market with a stock driven by a Lévy process and constant interest rate. A closed formula for… (More)
Is this relevant?
Highly Cited
2001
Highly Cited
2001
A new grid method for computing the Snell envelop of a function of a R d -valued Markov chain (Xk)0≤k≤n is proposed. (This… (More)
  • figure 4
Is this relevant?
Highly Cited
1999
Highly Cited
1999
We develop a theory characterizing optimal stopping times for discrete-time ergodic Markov processes with discounted rewards. The… (More)
  • figure 1
  • figure 2
Is this relevant?