optimal stopping
1Optimal stopping — 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 expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of… …
2Robbins' problem (of optimal stopping) — is a problem of optimal stopping, sometimes referred to as the fourth secretary problem or the problem of minimizing the expected rank with full information. Its statement is as follows. Let X 1, ... , X n be independent, identically distributed… …
3Stopping time — Example of a stopping time: a hitting time of Brownian motion In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time) is a specific type of “random time”. The theory of stopping rules and… …
4Stopping power — For the concept in nuclear physics, see stopping power (particle radiation). Contents 1 History 2 Dynamics of bullets 3 Wound …
5Secretary problem — The secretary problem is an optimal stopping problem that has been studied extensively in the fields of applied probability, statistics, and decision theory. It is also known as the marriage problem, the sultan s dowry problem, the fussy suitor… …
6Odds algorithm — The odds algorithm is a mathematical method for computing optimal strategies for a class of problems that belong to the domain of optimal stopping problems. Their solution follows from the odds strategy, and the importance of the odds strategy… …
7Obstacle problem — The obstacle problem is a classic motivating example in the mathematical study of variational inequalities and free boundary problems. The problem is to find the equilibrium position of an elastic membrane whose boundary is held fixed, and which… …
8List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …
9List of mathematics articles (O) — NOTOC O O minimal theory O Nan group O(n) Obelus Oberwolfach Prize Object of the mind Object theory Oblate spheroid Oblate spheroidal coordinates Oblique projection Oblique reflection Observability Observability Gramian Observable subgroup… …
10Search theory — In economics, search theory (or just search) is the study of an individual s optimal strategy when choosing from a series of potential opportunities of random quality, given that delaying choice is costly. Search models illustrate how best to… …
