The Theory of Optimal Stopping
GPTKB entity
Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:appliesTo |
economics
finance operations research statistics |
| gptkbp:concerns |
stochastic processes
decision making optimal stopping problems |
| gptkbp:field |
gptkb:mathematics
gptkb:probability_theory |
| gptkbp:hasApplication |
sequential analysis
search theory American option pricing |
| https://www.w3.org/2000/01/rdf-schema#label |
The Theory of Optimal Stopping
|
| gptkbp:notablePerson |
gptkb:John_Gittins
gptkb:Albert_Shiryaev gptkb:David_Blackwell gptkb:Herbert_Robbins |
| gptkbp:numberOfIssues |
gptkb:secretary_problem
gambler's ruin house-selling problem |
| gptkbp:originatedIn |
20th century
|
| gptkbp:relatedConcept |
gptkb:martingale
Markov chain dynamic programming stopping time |
| gptkbp:bfsParent |
gptkb:Yuan_Shih_Chow
|
| gptkbp:bfsLayer |
8
|