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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… 
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Related topics

Related topics

16 relations
Backward inductionBellman equationBlack–Scholes modelBrownian motion

Broader (2)

Dynamic programmingMathematical optimization

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2010
Highly Cited
2010
Sequential cooperative sensing for multi-channel cognitive radios
sequential cooperative spectrum sensing algorithm is developed for multi-channel cognitive radio (CR) systems. Each CR quantizes… 
Highly Cited
2010
Highly Cited
2010
Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy
Discrete time - discrete space models. Finite time horizon.- Real options and American options.- Risk-neutral pricing. Finite… 
2010
2010
Precautionary Principle and the Optimal Timing of Environmental Policy Under Ambiguity
I consider a problem in environmental policy design in which I focus on stock pollutants. In particular, I consider stock… 
2006
2006
Advertising channel selection in a segmented market
2004
2004
Optimal modes and levels of integration, and the identification of cross-functional coordination deficiencies in concurrent engineering
In this investigation, it was proposed that achieving a fit between coordination requirements and the institution of optimal… 
2004
2004
Optimal Stopping Made Easy
This paper presents a simple discrete time model for valuing real options. A short proof of optimal exercise rules for the… 
2002
2002
Laser-produced protons and their application as a particle probe
One of the most exciting results recently obtained in the ultraintense interaction research area is the observation of beams of… 
Highly Cited
1999
Highly Cited
1999
Designing options given the risk: the optimal Skorokhod-embedding problem
1998
1998
Optimal multivariate stopping rules
For fixed i let X (i) = (X 1(i), …, X d (i)) be a d-dimensional random vector with some known joint distribution. Here i should… 
1983
1983
HURRY: An Acceleration Algorithm for Scalar Sequences and Series
On presente un algorithme d'acceleration generale pour des suites alternees et monotones scalaires et des series 
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