A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping.

Tomomi Matsui Ano Katsunori

Published in: J. Appl. Probab. (2014)

Keyphrases

optimal stopping
lower bound
upper bound
finite horizon
brownian motion
optimal solution
np hard
objective function
optimal policy
markov decision processes
optimal control
stochastic process
differential equations
random variables
stochastic processes
infinite horizon
image processing
linear programming
multiscale