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math.OC2022
Randomized Policy Optimization for Optimal Stopping
Xinyi Guan, Velibor V. Mišić
Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations…
math.OC2018
Interpretable Optimal Stopping
Dragos Florin Ciocan, Velibor V. Mišić
Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and ma…