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Method of backward induction for using optimal stopping rules
Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, no. 3 (2012), pp. 88-97
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Method of backward induction for using optimal stopping rules. It is shown how a backward induction method allows to use optimal stopping rules to maximize gains (loss mitigation) in the systems of detecting spontaneous phenomena.
Keywords: method of inverse induction, optimal stopping rules. 
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A. K. Rozov; A. N. Tsarapkin. Method of backward induction for using optimal stopping rules. Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, no. 3 (2012), pp. 88-97. http://geodesic.mathdoc.fr/item/VSPUI_2012_3_a8/

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