A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963619847 / rank | |||
Normal rank | |||
Revision as of 19:14, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk |
scientific article |
Statements
A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (English)
0 references
13 January 2011
0 references
Bernoulli random walk
0 references
Brownian motion
0 references
optimal prediction
0 references
ultimate maximum
0 references
stopping time
0 references
convex function
0 references
