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.
@article{VSPUI_2012_3_a8,
author = {A. K. Rozov and A. N. Tsarapkin},
title = {Method of backward induction for using optimal stopping rules},
journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
pages = {88--97},
publisher = {mathdoc},
number = {3},
year = {2012},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VSPUI_2012_3_a8/}
}
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%0 Journal Article %A A. K. Rozov %A A. N. Tsarapkin %T Method of backward induction for using optimal stopping rules %J Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ %D 2012 %P 88-97 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/VSPUI_2012_3_a8/ %G ru %F VSPUI_2012_3_a8
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/