Optimal Stopping Problems in Lévy Models with Random Observations
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DOI: 10.1007/s10440-018-0212-z
Abstract: In the standard optimal stopping problems, actions are artificially restricted to the moments of observations of costs or benefits. In the standard experimentation and learning models based on two-armed Poisson bandits, it is possible to… read more here.
Keywords: random observations; models random; optimal stopping; stopping problems ... See more keywords