Concepedia

Optimal Stopping Rules

Optimal Stopping Rules is a formal decision-theoretic framework within sequential experimentation that prescribes the precise conditions under which a decision maker should terminate a sequence of observations to maximize expected utility or minimize expected cost, distinguishing it from general stopping policies by its reliance on optimality criteria derived from dynamic programming or Bayesian inference.

835

Publications

39K

Citations

1.2K

Authors

570

Institutions

Publications per year

2017–2026

110

Parents

Publications

835

Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher

John Rust · Econometrica · 1987 · 1.8K citations

, , +17

Procedures for Reacting to a Change in Distribution

G. Lorden · The Annals of Mathematical Statistics · 1971 · 1.4K citations · Full text

, , +12

Optimal Stopping Times for Detecting Changes in Distributions

George V. Moustakides · The Annals of Statistics · 1986 · 1K citations · Full text

, , +12

Great Expectations: The Theory of Optimal Stopping.

Michael Orkin, Y. S. Chow, Herbert Robbins et al. · Journal of the American Statistical Association · 1975 · 713 citations

, , +14

Optimal Detection of a Change in Distribution

Moshe Pollak · The Annals of Statistics · 1985 · 592 citations

, , +13

1–5 of 835

Authors

1.2K

  1. AN
    Albert N. Shiryaev

    Steklov Mathematical Institute, Russia

    13 publications · 708 citations

    13

    h-index

  2. AG
    Alexander Gnedin

    Utrecht University, Netherlands

    10 publications · 231 citations

    10

    h-index

  3. IK
    Ioannis Karatzas

    Columbia University, United States

    10 publications · 1.3K citations

    10

    h-index

  4. EE
    Erik Ekström

    Uppsala University, Sweden

    9 publications · 305 citations

    9

    h-index

  5. FT
    F. Thomas Bruss

    Université Libre de Bruxelles, Belgium

    9 publications · 358 citations

    9

    h-index

1–5 of 1.2K

Institutions

570

  1. Columbia University

    New York, United States

    17 h-index

    33 publications

    1.8K citations

  2. Princeton University

    Princeton, United States

    14 h-index

    23 publications

    1.2K citations

  3. Hebrew University of Jerusalem

    Jerusalem, Israel

    13 h-index

    20 publications

    606 citations

  4. Stanford University

    Stanford, United States

    12 h-index

    19 publications

    1.1K citations

  5. University of Michigan

    Ann Arbor, United States

    12 h-index

    20 publications

    708 citations

  6. University of Southern California

    Los Angeles, United States

    11 h-index

    21 publications

    876 citations

  7. University of California, Berkeley

    Berkeley, United States

    11 h-index

    24 publications

    1.1K citations

  8. Cornell University

    Ithaca, United States

    11 h-index

    15 publications

    998 citations

1–8 of 570

Venues

  1. Journal of Applied Probability

    JAP · 66 publications · 1.9K citations

    24

    h-index

  2. Theory of Probability and Its Applications

    24 publications · 1.1K citations

    18

    h-index

  3. SIAM Journal on Control and Optimization

    20 publications · 1.5K citations

    16

    h-index

  4. Advances in Applied Probability

    AAP · 23 publications · 564 citations

    16

    h-index

  5. The Annals of Probability

    19 publications · 672 citations

    15

    h-index

1–5