Lecture

Optimal Stopping Problems: Theory and Applications

In course

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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

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Ontological neighbourhood

Theoretical computer science

Programming language theory: High-level programming languages

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