Martingale Optimal Transport with Stopping.

Erhan Bayraktar Alexander M. G. Cox Yavor Stoev

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

optimal solution
change detection
optimal design
databases
information retrieval
metadata
dynamic programming
worst case
database
real time
data sets
information systems
decision trees
special case
globally optimal
optimal parameters