نتایج جستجو برای: stopping
تعداد نتایج: 14000 فیلتر نتایج به سال:
Group sequential stopping rules are often used as guidelines in the monitoring of clinical trials in order to address the ethical and efficiency issues inherent in human testing of a new treatment or preventive agent for disease. Such stopping rules have been proposed based on a variety of different criteria, both scientific (e.g. estimates of treatment effect) and statistical (e.g. frequentist...
In this study compared single stopping rules models to the Cast-Net stopping rule model. The Cast-Net model assumes that several stopping rules can be used simultaneously to determine the stopping point to stop information search and to proceed to making a final decision. We analyzed whether the Cast-net model would pay the price for being more complex when compare to single stopping rule model...
In a continuous-time fuzzy stochastic system, a stopping model with fuzzy stopping times is presented. The optimal fuzzy stopping times are given under an assumption of regularity for stopping rules. Also, the optimal fuzzy reward is characterized as a unique solution of an optimality equation under a differentiability condition. An example in the Markov models is discussed.
A new algorithm to construct good low-density parity-check (LDPC) codes with large stopping sets is presented. Since the minimum stopping set characterizes an LDPC code, searching for stopping sets in LDPC codes is an important issue. Large minimum stopping sets avoid the LDPC code to get trapped in cycles specially on the binary erasure channel. Dealing with stopping sets is not an easy task s...
Optimal stopping problems consider the question of deciding when to stop an observation-generating process in order to maximize a return. We examine the problem of simultaneously learning and planning in such domains, when data is collected directly from the environment. We propose GFSE, a simple and flexible model-free policy search method that reuses data for sample efficiency by leveraging p...
ACKNOWLEGEMENTS First and foremost, I would like to thank my advisor and committee chair, Dr. Xiaoyue Jiang. His advice, experience, and mentoring are reflected throughout this work. I am grateful to Dr. Jiang for his being a constant source of research ideas, insightful discussions, and inspiring words in times of need and for his meticulousness in academic research which will benefit my caree...
The problem of irreversible investment with idiosyncratic risk is studied by interpreting market incompleteness as a source of ambiguity over the appropriate no-arbitrage discount factor. The maxmin utility over multiple priors framework is used to model and solve the irreversible investment problem. Multiple priors are modeled using the notion of k-ignorance. This set-up is used to analyze fin...
We study zero-sum optimal stopping games (Dynkin games) between two players who disagree about the underlying model. In a Markovian setting, a verification result is established showing that if a pair of functions can be found that satisfies some natural conditions then a Nash equilibrium of stopping times is obtained, with the given functions as the corresponding value functions. In general, h...
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