Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Optimal Stopping Problems: Theory and Applications
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
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.