Optimal stopping on trajectories and the ballot problem (Q4537302): Difference between revisions

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Revision as of 16:18, 5 March 2024

scientific article; zbMATH DE number 1760820
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English
Optimal stopping on trajectories and the ballot problem
scientific article; zbMATH DE number 1760820

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    Optimal stopping on trajectories and the ballot problem (English)
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    26 June 2002
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    dynamic programming
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    OLA policy
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    urn sampling
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    Brownian bridge
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    odds theorem
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