Biological application of optimal stopping time problem

2014 ◽  
Vol 5 (3) ◽  
pp. 229 ◽  
Author(s):  
Noureddine Jilani Ben Naouara ◽  
Faouzi Trabelsi
Keyword(s):  
Optimal Stopping ◽  
Stopping Time ◽  
Biological Application ◽  
Optimal Stopping Time ◽  
Time Problem

Optimal Stopping Time for Geometric Random Walks with Power Payoff Function

2020 ◽  
Vol 81 (7) ◽  
pp. 1192-1210
Author(s):  
O.V. Zverev ◽  
V.M. Khametov ◽  
E.A. Shelemekh
Keyword(s):  
Random Walks ◽  
Optimal Stopping ◽  
Stopping Time ◽  
Payoff Function ◽  
Optimal Stopping Time

scholarly journals A Forward Algorithm for Solving Optimal Stopping Problems

2006 ◽  
Vol 43 (01) ◽  
pp. 102-113
Author(s):  
Albrecht Irle
Keyword(s):  
State Space ◽  
Optimal Stopping ◽  
Stopping Time ◽  
The State ◽  
Optimal Stopping Problem ◽  
Forward Algorithm ◽  
Optimal Stopping Time ◽  
Entrance Time ◽  
Markov Sequence ◽  
Optimal Stopping Problems

We consider the optimal stopping problem for g(Z n ), where Z n , n = 1, 2, …, is a homogeneous Markov sequence. An algorithm, called forward improvement iteration, is presented by which an optimal stopping time can be computed. Using an iterative step, this algorithm computes a sequence B 0 ⊇ B 1 ⊇ B 2 ⊇ · · · of subsets of the state space such that the first entrance time into the intersection F of these sets is an optimal stopping time. Various applications are given.

Sign in / Sign up

Export Citation Format

Share Document