Lecture

Optimal Stopping Problems: Theory and Applications

In course

Deserunt cupidatat non excepteur irure excepteur Lorem veniam. Laboris ut aute ut proident nulla aliquip ad irure ad amet cillum. Enim pariatur consequat et ex sunt cillum qui occaecat fugiat eu excepteur adipisicing aute. Quis dolor esse pariatur voluptate in. Culpa sint nostrud laboris nulla incididunt ut ipsum ex ad duis ad veniam eiusmod tempor. Aute qui in consectetur eu qui dolor Lorem ex.

Description

This lecture covers optimal stopping problems in applied probability and stochastic processes, focusing on the theory and practical applications. Topics include evaluation programs, asset selling problems, dynamic programming algorithms, correlated prices, and the optimal policy for accepting offers. The instructor presents a dynamic programming algorithm to determine the optimal policy for purchasing with a deadline, considering fluctuating prices and long horizons.

Official source

https://mediaspace.epfl.ch/media/0_3ko8pw4c

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Theoretical computer science

Programming language theory: High-level programming languages

Related lectures (37)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.