Shot-selection is a lot like parking a car on a crowded street — do you take what’s there or look for a better option? Which teams are solving this “optimal stopping problem”? There’s not a lot to ...
In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm ...
Optimal stopping problems constitute a pivotal area in applied mathematics and statistics, where the objective is to determine the most opportune moment to terminate a stochastic process in order to ...
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