Optimal Stopping and Experimental Design

hydrochlorothiazide detection in urine samples by hplc-dad and experimental design dispersive l-l microextraction

hydrochlorothiazide (hct) is a diuretic agent which is shown to be effective in the treatment of hypertension. literature reports have demonstrated that urinary excretion data may be used to assess the bioavailability of various formulations containing this thiazide. also hct consumption by the athletes is one of the drugs which should be regulated by world anti-doping agency (wada), because of...

Optimal Stopping and Applications

These notes are intended to accompany a Graduate course on Optimal stopping, and in places are a bit brief. They follow the book ‘Optimal Stopping and Freeboundary Problems’ by Peskir and Shiryaev, and more details can generally be found there.

Optimal Stopping Problems

In the last lecture, we have analyzed the behavior of TD(λ) for approximating the cost­to­go function in autonomous systems. Recall that much of the analysis was based on the idea of sampling states according to their stationary distribution. This was done either explicitly, as was assumed in approximate value iteration, or implicitly through the simulation or observation of system trajectories...

Optimal stopping and American options

Optimal Design of Experimental Epidemics

We consider the optimal design of experimental epidemics modelled as density dependent Markov processes. We focus on finding (i) the optimal times at which to collect data about the state of the system for a small number of discrete observations, (ii) the optimal numbers of susceptible and infective individuals to begin an experiment with, and (iii) the optimal number of replicate epidemics to ...