Optimal Stopping with Multi-Dimensional Comparative Loss Aversion.

Linda Cai Joshua Gardner S. Matthew Weinberg

Published in: CoRR (2023)

Keyphrases

optimal stopping
multi dimensional
finite horizon
brownian motion
differential equations
high dimensional
infinite horizon
image processing
optimal control
markov decision processes
poisson process
diffusion process
multistage
markov chain
dynamic programming
search space
multiscale