Concepedia

Dynamic Programming For Stopping

Dynamic Programming for Stopping is a mathematical framework within optimal stopping theory that uses recursive value iteration to determine the optimal time to terminate a stochastic process by balancing immediate rewards against expected future outcomes.

34

Publications

1.9K

Citations

70

Authors

43

Institutions

Publications per year

2017–2026

3

Parents

Publications

34

Closed-Form Solutions for Perpetual American Put Options with Regime Switching

Q. Zhang, Xin Guo · SIAM Journal on Applied Mathematics · 2004 · 242 citations

, , +14

A quantization algorithm for solving multidimensional discrete-time optimal stopping problems

Vlad Bally, Gilles Pagès · Bernoulli · 2003 · 208 citations · Full text

, , +17

When Should One Stop Testing Software?

Siddhartha R. Dalal, C. L. Mallows · Journal of the American Statistical Association · 1988 · 198 citations

, , +16

Toward brain-computer interface based wheelchair control utilizing tactually-evoked event-related potentials

Tobias Kaufmann, Andreas Herweg, Andrea Kübler · Journal of NeuroEngineering and Rehabilitation · 2014 · 159 citations · Full text

, , +13

Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling

Tito Homem‐de‐Mello, Vitor Luiz de Matos, Erlon Cristian Finardi · Energy Systems · 2011 · 143 citations

, , +14

1–5 of 34

Authors

70

  1. CL
    C. L. Mallows

    AT&T (United States), United States

    2 publications · 226 citations

    2

    h-index

  2. SR
    Siddhartha R. Dalal

    RAND Corporation, United States

    2 publications · 226 citations

    2

    h-index

  3. SM
    Sheldon M. Ross

    University of California, Berkeley, United States

    2 publications · 63 citations

    2

    h-index

  4. KS
    Krzysztof Szajowski

    Wrocław University of Science and Technology, Poland

    2 publications · 40 citations

    2

    h-index

  5. AK
    Anna Karpowicz

    Institute of Mathematics, Poland

    2 publications · 40 citations

    2

    h-index

1–5 of 70

Institutions

43

  1. University of California, Berkeley

    Berkeley, United States

    3 h-index

    5 publications

    108 citations

  2. Wrocław University of Science and Technology

    Wroclaw, Poland

    2 h-index

    4 publications

    80 citations

  3. Columbia University

    New York, United States

    2 h-index

    2 publications

    82 citations

  4. Institute of Mathematics

    Warsaw, Poland

    2 h-index

    4 publications

    80 citations

  5. AT&T (United States)

    Bedminster, United States

    2 h-index

    2 publications

    226 citations

  6. Core Competence

    Santa Fe, United States

    2 h-index

    2 publications

    226 citations

  7. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    2 h-index

    2 publications

    225 citations

  8. Northwestern University

    Evanston, United States

    2 h-index

    2 publications

    113 citations

1–8 of 43

Venues

  1. Stochastics

    3 publications · 101 citations

    3

    h-index

  2. SIAM Journal on Control and Optimization

    2 publications · 41 citations

    2

    h-index

  3. Insurance Mathematics and Economics

    2 publications · 31 citations

    2

    h-index

  4. 2

    h-index

  5. Advances in Applied Probability

    AAP · 2 publications · 63 citations

    2

    h-index

1–5