Optimal stopping on trajectories and the ballot problem (Q4537302)
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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 |
Statements
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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0.814544677734375
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0.7813518643379211
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