2 papers
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…
cs.DC2015
Efficient Ranking and Selection in Parallel Computing Environments
Eric C. Ni, Dragos F. Ciocan, Shane G. Henderson +1
The goal of ranking and selection (R&S) procedures is to identify the best stochastic system from among a finite set of competing alternatives. Such procedures require constructing…