Relevant bibliographies by topics / Optimal Stopping Theory

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Optimal Stopping Theory'

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Published: 3 June 2025
Last updated: 13 July 2025

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Journal articles on the topic "Optimal Stopping Theory"

1

Klimmek, Martin. "Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems." Journal of Applied Probability 51, no. 2 (2014): 492–511. http://dx.doi.org/10.1239/jap/1402578639.

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Consider the classic infinite-horizon problem of stopping a one-dimensional diffusion to optimise between running and terminal rewards, and suppose that we are given a parametrised family of such problems. We provide a general theory of parameter dependence in infinite-horizon stopping problems for which threshold strategies are optimal. The crux of the approach is a supermodularity condition which guarantees that the family of problems is indexable by a set-valued map which we call the indifference map. This map is a natural generalisation of the allocation (Gittins) index, a classical quantity in the theory of dynamic allocation. Importantly, the notion of indexability leads to a framework for inverse optimal stopping problems.
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Klimmek, Martin. "Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems." Journal of Applied Probability 51, no. 02 (2014): 492–511. http://dx.doi.org/10.1017/s0021900200011384.

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Consider the classic infinite-horizon problem of stopping a one-dimensional diffusion to optimise between running and terminal rewards, and suppose that we are given a parametrised family of such problems. We provide a general theory of parameter dependence in infinite-horizon stopping problems for which threshold strategies are optimal. The crux of the approach is a supermodularity condition which guarantees that the family of problems is indexable by a set-valued map which we call the indifference map. This map is a natural generalisation of the allocation (Gittins) index, a classical quantity in the theory of dynamic allocation. Importantly, the notion of indexability leads to a framework for inverse optimal stopping problems.
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Jensen, U. "An optimal stopping problem in risk theory." Scandinavian Actuarial Journal 1997, no. 2 (1997): 149–59. http://dx.doi.org/10.1080/03461238.1997.10413984.

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Jensen, U. "An optimal stopping problem in risk theory." Insurance: Mathematics and Economics 22, no. 2 (1998): 177. http://dx.doi.org/10.1016/s0167-6687(98)80010-3.

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Ben-Bouazza, Fatima-Ezzahraa, Younès Bennani, Guénaël Cabanes, and Abdelfettah Touzani. "Unsupervised collaborative learning based on Optimal Transport theory." Journal of Intelligent Systems 30, no. 1 (2021): 698–719. http://dx.doi.org/10.1515/jisys-2020-0068.

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Abstract Collaborative learning has recently achieved very significant results. It still suffers, however, from several issues, including the type of information that needs to be exchanged, the criteria for stopping and how to choose the right collaborators. We aim in this paper to improve the quality of the collaboration and to resolve these issues via a novel approach inspired by Optimal Transport theory. More specifically, the objective function for the exchange of information is based on the Wasserstein distance, with a bidirectional transport of information between collaborators. This formulation allows to learns a stopping criterion and provide a criterion to choose the best collaborators. Extensive experiments are conducted on multiple data-sets to evaluate the proposed approach.
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Matsui, Tomomi, and Katsunori Ano. "A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping." Journal of Applied Probability 51, no. 3 (2014): 885–89. http://dx.doi.org/10.1239/jap/1409932681.

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In this note we present a bound of the optimal maximum probability for the multiplicative odds theorem of optimal stopping theory. We deal with an optimal stopping problem that maximizes the probability of stopping on any of the last m successes of a sequence of independent Bernoulli trials of length N, where m and N are predetermined integers satisfying 1 ≤ m < N. This problem is an extension of Bruss' (2000) odds problem. In a previous work, Tamaki (2010) derived an optimal stopping rule. We present a lower bound of the optimal probability. Interestingly, our lower bound is attained using a variation of the well-known secretary problem, which is a special case of the odds problem.
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Matsui, Tomomi, and Katsunori Ano. "A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping." Journal of Applied Probability 51, no. 03 (2014): 885–89. http://dx.doi.org/10.1017/s0021900200011748.

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In this note we present a bound of the optimal maximum probability for the multiplicative odds theorem of optimal stopping theory. We deal with an optimal stopping problem that maximizes the probability of stopping on any of the last m successes of a sequence of independent Bernoulli trials of length N, where m and N are predetermined integers satisfying 1 ≤ m < N. This problem is an extension of Bruss' (2000) odds problem. In a previous work, Tamaki (2010) derived an optimal stopping rule. We present a lower bound of the optimal probability. Interestingly, our lower bound is attained using a variation of the well-known secretary problem, which is a special case of the odds problem.
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Faller, Andreas, and Ludger Rüschendorf. "On approximative solutions of optimal stopping problems." Advances in Applied Probability 43, no. 4 (2011): 1086–108. http://dx.doi.org/10.1239/aap/1324045700.

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In this paper we establish an extension of the method of approximating optimal discrete-time stopping problems by related limiting stopping problems for Poisson-type processes. This extension allows us to apply this method to a larger class of examples, such as those arising, for example, from point process convergence results in extreme value theory. Furthermore, we develop new classes of solutions of the differential equations which characterize optimal threshold functions. As a particular application, we give a fairly complete discussion of the approximative optimal stopping behavior of independent and identically distributed sequences with discount and observation costs.
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Faller, Andreas, and Ludger Rüschendorf. "On approximative solutions of optimal stopping problems." Advances in Applied Probability 43, no. 04 (2011): 1086–108. http://dx.doi.org/10.1017/s0001867800005310.

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In this paper we establish an extension of the method of approximating optimal discrete-time stopping problems by related limiting stopping problems for Poisson-type processes. This extension allows us to apply this method to a larger class of examples, such as those arising, for example, from point process convergence results in extreme value theory. Furthermore, we develop new classes of solutions of the differential equations which characterize optimal threshold functions. As a particular application, we give a fairly complete discussion of the approximative optimal stopping behavior of independent and identically distributed sequences with discount and observation costs.
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Borrego, Carlos, Joan Borrell, and Sergi Robles. "Efficient broadcast in opportunistic networks using optimal stopping theory." Ad Hoc Networks 88 (May 2019): 5–17. http://dx.doi.org/10.1016/j.adhoc.2019.01.001.

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Dissertations / Theses on the topic "Optimal Stopping Theory"

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Qiang, Li. "Pair Trading in Optimal Stopping Theory." Thesis, Uppsala University, Department of Mathematics, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119421.

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Jones, Martin Lee. "Universal constants in optimal stopping theory." Diss., Georgia Institute of Technology, 1989. http://hdl.handle.net/1853/30092.

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Landon, Nicolas. "Almost sure optimal stopping times : theory and applications." Phd thesis, Ecole Polytechnique X, 2013. http://pastel.archives-ouvertes.fr/pastel-00788067.

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Résumé : Cette thèse comporte 8 chapitres. Le chapitre 1 est une introduction aux problématiques rencontrées sur les marchés énergétiques : fréquence d'intervention faible, coûts de transaction élevés, évaluation des options spread. Le chapitre 2 étudie la convergence de l'erreur de couverture d'une option call dans le modèle de Bachelier, pour des coûts de transaction proportionnels (modèle de Leland-Lott) et lorsque la fréquence d'intervention devient infinie. Il est prouvé que cette erreur est bornée par une variable aléatoire proportionnelle au taux de transaction. Cependant, les démonstrations de convergence en probabilité demandent des régularités sur les sensibilités assez restrictives en pratique. Les chapitres suivants contournent ces obstacles en étudiant des convergences presque sûres. Le chapitre 3 développe tout d'abord de nouveaux outils de convergence presque sûre. Ces résultats ont de nombreuses conséquences sur le contrôle presque sûr de martingales et de leur variation quadratique, ainsi que de leurs incréments entre deux temps d'arrêt généraux. Ces résultats de convergence trajectorielle sont connus pour être difficiles à obtenir sans information sur les lois. Par la suite, nous appliquons ces résultats à la minimisation presque sûre de la variation quadratique renormalisée de l'erreur de couverture d'une option de payoff général (cadre multidimensionnel, payoff asiatique, lookback) sur une large classe de temps d'intervention. Une borne inférieure à notre critère est trouvée et une suite minimisante de temps d'arrêt optimale est exhibée : il s'agit de temps d'atteinte d'ellipsoïde aléatoire, dépendant du gamma de l'option. Le chapitre 4 étudie la convergence de l'erreur de couverture d'une option de payoff convexe (dimension 1) en prenant en compte des coûts de transaction à la Leland-Lott. Nous décomposons l'erreur de couverture en une partie martingale et une partie négligeable, puis nous minimisons la variation quadratique de cette martingale sur une classe de temps d'atteintes générales pour des Deltas vérifiant une certaine EDP non-linéaire sur les dérivées secondes. Nous exhibons aussi une suite de temps d'arrêt atteignant cette borne. Des tests numériques illustrent notre approche par rapport à une série de stratégies connues de la littérature. Le chapitre 5 étend le chapitre 3 en considérant une fonctionnelle des variations discrètes d'ordre Y et de Z de deux processus d'Itô Y et Z à valeurs réelles, la minimisation étant sur une large classe de temps d'arrêt servant au calcul des variations discrètes. Borne inférieure et suite minimisant sont obtenues. Une étude numérique sur les coûts de transaction est faite. Le chapitre 6 étudie la discrétisation d'Euler d'un processus multidimensionnel X dirigé par une semi-martingale d'Itô Y . Nous minimisons sur les temps de la grille de discrétisation un critère quadratique sur l'erreur du schéma. Nous trouvons une borne inférieure et une grille optimale, ne dépendant que des données observables. Le chapitre 7 donne un théorème limite centrale pour des discrétisations d'intégrale stochastique sur des grilles de temps d'atteinte d'ellipsoïdes adaptées quelconque. La corrélation limite est conséquence d'asymptotiques fins sur les problèmes de Dirichlet. Dans le chapitre 8, nous nous intéressons aux formules d'expansion pour les options sur spread, pour des modèles à volatilité locale. La clé de l'approche consiste à conserver la propriété de martingale de la moyenne arithmétique et à exploiter la structure du payoff call. Les tests numériques montrent la pertinence de l'approche.
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Christensen, Sören [Verfasser]. "Contributions to the theory of optimal stopping / Sören Christensen." Kiel : Universitätsbibliothek Kiel, 2010. http://d-nb.info/1020001488/34.

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Oryu, Tadao. "An Excursion-Theoretic Approach to Optimal Stopping Problems." 京都大学 (Kyoto University), 2017. http://hdl.handle.net/2433/225370.

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Bergström, Jonas. "Pricing the American Option Using Itô’s Formula and Optimal Stopping Theory." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-217176.

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Islas, Anguiano Jose Angel. "Optimal Strategies for Stopping Near the Top of a Sequence." Thesis, University of North Texas, 2015. https://digital.library.unt.edu/ark:/67531/metadc822812/.

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In Chapter 1 the classical secretary problem is introduced. Chapters 2 and 3 are variations of this problem. Chapter 2, discusses the problem of maximizing the probability of stopping with one of the two highest values in a Bernoulli random walk with arbitrary parameter p and finite time horizon n. The optimal strategy (continue or stop) depends on a sequence of threshold values (critical probabilities) which has an oscillating pattern. Several properties of this sequence have been proved by Dr. Allaart. Further properties have been recently proved. In Chapter 3, a gambler will observe a finite sequence of continuous random variables. After he observes a value he must decide to stop or continue taking observations. He can play two different games A) Win at the maximum or B) Win within a proportion of the maximum. In the first section the sequence to be observed is independent. It is shown that for each n>1, theoptimal win probability in game A is bounded below by (1-1/n)^{n-1}. It is accomplished by reducing the problem to that of choosing the maximum of a special sequence of two-valued random variables and applying the sum-the-odds theorem of Bruss (2000). Secondly, it is assumed the sequence is i.i.d. The best lower bounds are provided for the winning probabilities in game B given any continuous distribution. These bounds are the optimal win probabilities of a game A which was examined by Gilbert and Mosteller (1966).
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Vaicenavicius, Juozas. "Optimal Sequential Decisions in Hidden-State Models." Doctoral thesis, Uppsala universitet, Matematiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-320809.

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This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters. Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. In Paper I, the price is modelled by the classical Black-Scholes model with unknown drift. The first passage time of the posterior mean below a monotone boundary is shown to be optimal. The boundary is characterised as the unique solution to a nonlinear integral equation. Paper II solves the same optimal liquidation problem, but in a more general model with stochastic regime-switching volatility. An optimal liquidation strategy and various structural properties of the problem are determined. In Paper III, the problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the 0-1 loss function and a constant cost of observation per unit of time is studied from a Bayesian perspective. Optimal decision strategies for arbitrary prior distributions are determined and investigated. The strategies consist of two monotone stopping boundaries, which we characterise in terms of integral equations. In Paper IV, the problem of stopping a Brownian bridge with an unknown pinning point to maximise the expected value at the stopping time is studied. Besides a few general properties established, structural properties of an optimal strategy are shown to be sensitive to the prior. A general condition for a one-sided optimal stopping region is provided. Paper V deals with the problem of detecting a drift change of a Brownian motion under various extensions of the classical Wiener disorder problem. Monotonicity properties of the solution with respect to various model parameters are studied. Also, effects of a possible misspecification of the underlying model are explored.
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Allen, Andrew. "A Random Walk Version of Robbins' Problem." Thesis, University of North Texas, 2018. https://digital.library.unt.edu/ark:/67531/metadc1404568/.

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Robbins' problem is an optimal stopping problem where one seeks to minimize the expected rank of their observations among all observations. We examine random walk analogs to Robbins' problem in both discrete and continuous time. In discrete time, we consider full information and relative ranks versions of this problem. For three step walks, we give the optimal stopping rule and the expected rank for both versions. We also give asymptotic upper bounds for the expected rank in discrete time. Finally, we give upper and lower bounds for the expected rank in continuous time, and we show that the expected rank in the continuous time problem is at least as large as the normalized asymptotic expected rank in the full information discrete time version.
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Dyrssen, Hannah. "Valuation and Optimal Strategies in Markets Experiencing Shocks." Doctoral thesis, Uppsala universitet, Tillämpad matematik och statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-316578.

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This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on. The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. the price of a financial asset, is represented by a stochastic process which has continuous sample paths except for the possibility of a sudden drop to zero. In Paper I prices of European-type options in this model are studied together with the partial integro-differential equation that characterizes the price. In Paper II the price of a perpetual American put option in the same model is found in terms of explicit formulas. Both papers also study the parameter monotonicity and convexity properties of the option prices. The third and fourth articles both deal with valuation problems in a jump-diffusion model. Paper III concerns the optimal level at which to exercise an American put option with finite time horizon. More specifically, the integral equation that characterizes the optimal boundary is studied. In Paper IV we consider a stochastic game between two players and determine the optimal value and exercise strategy using an iterative technique. Paper V employs a similar iterative method to solve the statistical problem of determining the unknown drift of a stochastic process, where not only running time but also each observation of the process is costly.
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Books on the topic "Optimal Stopping Theory"

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Herbert, Robbins, Siegmund David 1941-, and Chow Yuan Shih 1924-, eds. The theory of optimal stopping. Dover, 1991.

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Srivastava, M. S. Optimal bayes stopping rules for detecting the change point in a bernoulli process. University of Toronto, Dept. of Statistics, 1989.

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V, Vinnichenko S., and Petrosi͡a︡n L. A, eds. Momenty ostanovki i upravli͡a︡emye sluchaĭnye bluzhdanii͡a︡. "Nauka," Sibirskoe otd-nie, 1992.

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1929-, Ferguson Thomas S., Bruss F. Thomas 1949-, and Le Cam, Lucien M. 1924-, eds. Game theory, optimal stopping, probability and statistics: Papers in honor of Thomas S. Ferguson. Institute of Mathematical Statistics, 2000.

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Semmler, Michael. Sequentielle Bayes-Verfahren bei messender Prüfung: Näherungen für die optimale Stoppzeit und den zu erwartenden Stichprobenumfang. Lit, 1988.

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Morimoto, Hiraoki. Stochastic control and mathematical modeling: Applications in economics. Cambridge University Press, 2010.

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Cairoli, R. Sequential stochastic optimization. Wiley, 1996.

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(Editor), F. Thomas Bruss, and Lucien L. Cam (Editor), eds. Game Theory, Optimal Stopping, Probability & Statistics: Paper in Honor of Thomas S. Ferguson (Institute of Mathematical Statistics Lecture Notes Monograph, Volume 35). Inst of Mathematical Statistic, 2000.

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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich). Birkhäuser, 2006.

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Stochastic control and mathematical modeling: Applications in economics. Cambridge University Press, 2010.

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Book chapters on the topic "Optimal Stopping Theory"

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Bäuerle, Nicole, and Ulrich Rieder. "Theory of Optimal Stopping Problems." In Universitext. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-18324-9_10.

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Gusak, Dmytro, Alexander Kukush, Alexey Kulik, Yuliya Mishura, and Andrey Pilipenko. "Optimal stopping of random sequences and processes." In Theory of Stochastic Processes. Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-87862-1_15.

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Stadje, Wolfgang. "An Optimal k-Stopping Problem for the Poisson Process." In Mathematical Statistics and Probability Theory. Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-009-3965-3_21.

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Chevalier-Roignant, Benoit, and Lenos Trigeorgis. "Option Games: The Interface Between Optimal Stopping and Game Theory." In Encyclopedia of Systems and Control. Springer London, 2015. http://dx.doi.org/10.1007/978-1-4471-5058-9_41.

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Chevalier-Roignant, Benoit, and Lenos Trigeorgis. "Option Games: The Interface Between Optimal Stopping and Game Theory." In Encyclopedia of Systems and Control. Springer London, 2014. http://dx.doi.org/10.1007/978-1-4471-5102-9_41-1.

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Shiryaev, Albert N. "Optimal Stopping Times. General Theory for the Discrete-Time Case." In Stochastic Disorder Problems. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01526-8_3.

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Shiryaev, Albert N. "Optimal Stopping Rules. General Theory for the Continuous-Time Case." In Stochastic Disorder Problems. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01526-8_5.

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Chevalier-Roignant, Benoît, and Lenos Trigeorgis. "Option Games: The Interface Between Optimal Stopping and Game Theory." In Encyclopedia of Systems and Control. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-44184-5_41.

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Chevalier-Roignant, Benoît, and Lenos Trigeorgis. "Option Games: The Interface Between Optimal Stopping and Game Theory." In Encyclopedia of Systems and Control. Springer London, 2021. http://dx.doi.org/10.1007/978-1-4471-5102-9_41-2.

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Wang, Gaocai, Ying Peng, and Qifei Zhao. "Optimal Energy Efficiency Data Dissemination Strategy Based on Optimal Stopping Theory in Mobile Network." In Computational Data and Social Networks. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04648-4_4.

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Conference papers on the topic "Optimal Stopping Theory"

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Gupta, Vedang, Yash Gadhia, Shivaram Kalyanakrishnan, and Nikhil Karamchandani. "Optimal Stopping Rules for Best Arm Identification in Stochastic Bandits under Uniform Sampling." In 2024 IEEE International Symposium on Information Theory (ISIT). IEEE, 2024. http://dx.doi.org/10.1109/isit57864.2024.10619336.

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Amir, Muhammad, and Majid Ali. "Utilization of Sustainable and Smart Materials in Slender Shear Walls- a Deep Insight." In Technology Enabled Civil Infrastructure Engineering & Management Conference. Trans Tech Publications Ltd, 2025. https://doi.org/10.4028/p-yd8o5k.

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Tall buildings require slender shear walls as fundamental structural elements since the structure’s performance and safety depend on the walls' capacity to bear lateral loads while retaining their ductility. Concrete that has short fibers, like those made of steel or glass is known as fiber concrete. By increasing the ductility of concrete, these fibers can increase its resistance to brittle shear failure. This work aimed to investigate the effects of fiber concrete on thin shear wall ductility. The ductility of fiber concrete shear walls is significantly higher than that of typical concrete shear walls, according to tests conducted on thin shear walls made of both types of concrete. This occurred because of the fibers in the fiber concrete filling up the cracks and stopping them from getting worse. It has been stated that fiber concrete can be utilized as a building material in a variety of ways after being treated. Its application to cylinder shear walls has not been documented solely, though. Therefore, a thorough assessment of the literature regarding the potential of steel fiber concrete for the prevention of shear cracks. The optimal choice for fiber concrete in this application is characterized by a high fiber aspect ratio and a minimum fiber volume fraction of 1%, with steel fiber concrete being highly recommended. The study's findings imply that slender shear walls' ductility can be increased and their resistance to brittle shear failure increased by using steel fiber concrete.
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Poulakis, Marios, Stavroula Vassaki, and Stathes Hadjiefthymiades. "Proactive radio resource management using optimal stopping theory." In 2009 IEEE International Symposium on "A World of Wireless, Mobile and Multimedia Networks" (WowMoM). IEEE, 2009. http://dx.doi.org/10.1109/wowmom.2009.5282456.

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Abraham, Ittai, and Danny Dolev. "Byzantine Agreement with Optimal Early Stopping, Optimal Resilience and Polynomial Complexity." In STOC '15: Symposium on Theory of Computing. ACM, 2015. http://dx.doi.org/10.1145/2746539.2746581.

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Li, Yucheng, Xiantao Jiang, Wei Li, et al. "Optimal Stopping Theory-Enabled VVC Intra Prediction with Texture." In 2022 7th International Conference on Communication, Image and Signal Processing (CCISP). IEEE, 2022. http://dx.doi.org/10.1109/ccisp55629.2022.9974416.

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Agliardi, Rossella. "On optimal stopping problems arising in real option theory." In EIGHTH INTERNATIONAL CONFERENCE NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES (NTADES2021). AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0087106.

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El Hassan, Noura, Bacel Maddah, and Fouad Ben Abdelaziz. "Application of Optimal Stopping Theory to Pandemic Lockdown Policies." In 2022 International Conference on Decision Aid Sciences and Applications (DASA). IEEE, 2022. http://dx.doi.org/10.1109/dasa54658.2022.9765052.

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Spanoudakis, M., D. Lorentzos, C. Anagnostopoulos, and S. Hadjiefthymiades. "On the Use of Optimal Stopping Theory for Cache Consistency Checks." In 2012 16th Panhellenic Conference on Informatics (PCI). IEEE, 2012. http://dx.doi.org/10.1109/pci.2012.71.

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Zhu, Rui, Yangchao Huang, Lei Jiang, Hua Xu, and Dan Wang. "The polling relay selection strategy based on the optimal stopping theory." In 2017 3rd IEEE International Conference on Computer and Communications (ICCC). IEEE, 2017. http://dx.doi.org/10.1109/compcomm.2017.8322652.

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Weichselbraun, Albert, Gerhard Wohlgenannt, and Arno Scharl. "Applying Optimal Stopping Theory to Improve the Performance of Ontology Refinement Methods." In 2011 44th Hawaii International Conference on System Sciences (HICSS 2011). IEEE, 2011. http://dx.doi.org/10.1109/hicss.2011.72.

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