In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order...
15 KB (2,545 words) - 09:15, 19 April 2024
threshold p, which depends on the method used. See Sequential analysis. Optimal stopping Odds algorithm Secretary problem Hitting time Stopped process Disorder...
13 KB (1,938 words) - 00:07, 26 April 2024
Secretary problem (category Optimal decisions)
The secretary problem demonstrates a scenario involving optimal stopping theory that is studied extensively in the fields of applied probability, statistics...
44 KB (6,840 words) - 00:12, 30 April 2024
J. Wainwright; Bin Yu (2011). "Early stopping for non-parametric regression: An optimal data-dependent stopping rule". 2011 49th Annual Allerton Conference...
13 KB (1,830 words) - 14:04, 18 August 2024
Robbins' problem (redirect from Robbins' problem (of optimal stopping))
In probability theory, Robbins' problem of optimal stopping, named after Herbert Robbins, is sometimes referred to as the fourth secretary problem or the...
14 KB (1,869 words) - 03:37, 1 July 2024
Backward induction (section Optimal-stopping problem)
carefully. A dynamic optimization problem of this kind is called an optimal stopping problem because the issue at hand is when to stop waiting for a better...
25 KB (3,605 words) - 02:41, 11 August 2024
In the theory of online algorithms and optimal stopping, a prophet inequality is a bound on the expected value of a decision-making process that handles...
8 KB (999 words) - 07:04, 13 August 2023
Obstacle problem (section Optimal stopping)
starting the process at x {\displaystyle x} , if the optimal stopping strategy is followed. The stopping criterion is simply that one should stop upon reaching...
16 KB (1,912 words) - 05:19, 30 May 2024
Odds algorithm (category Optimal decisions)
mathematical method for computing optimal strategies for a class of problems that belong to the domain of optimal stopping problems. Their solution follows...
13 KB (1,954 words) - 20:35, 15 June 2024
fourth secretary problem, also bears his name: Robbins' problem (of optimal stopping). Robbins was born in New Castle, Pennsylvania. As an undergraduate...
9 KB (946 words) - 06:07, 6 June 2024