A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847): Difference between revisions
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Revision as of 20:14, 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)
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13 January 2011
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Bernoulli random walk
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Brownian motion
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optimal prediction
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ultimate maximum
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stopping time
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convex function
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