General undiscounted nonlinear optimal multiple stopping of linear diffusions with boundary classification.
Noureddine Jilani Ben NaouaraFaouzi TrabelsiPublished in: Int. J. Math. Oper. Res. (2015)
Keyphrases
- pattern recognition
- piecewise linear
- special case
- decision trees
- machine learning
- text classification
- binary decision tree
- optimal linear
- linear systems
- classification method
- classification accuracy
- feature vectors
- support vector
- closed form solutions
- feature extraction
- version spaces
- optimal solution
- simple linear
- nonlinear functions
- feature space
- closed form
- classification algorithm
- dynamic programming
- image classification
- class labels
- kernel principal component analysis
- quadratic program
- diffusion processes
- dimensionality reduction
- semi infinite programming
- support vector machine