A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk |
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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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