The problem of optimal stopping to an absorbing boundary in a stochastic differential equation (and more generally, in a stochastic series) is studied. It is shown that a simple minded approach may lead to incorrect results and that some corrections are needed. An algorithm for the correction is...
The problem of stopping a Brownian bridge with an unknown pinning point to maximise the expected value at the stopping time is studied. A few general properties, such as continuity and various bounds of the value function, are established. However, structural properties of the optimal stopping ...
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 take an action between two sequential observations. The latter ...
Pursuing a drifting target in a turbulent flow is an extremely difficult task whenever the searcher has limited propulsion and maneuvering capabilities. Even in the case when the relative distance between pursuer and target stays below the turbulent diss
Threshold rules can be seen as special cases of well-known algorithmic decision processes, such as the satisficing heuristic. Prior work has found that decision makers do use threshold rules, however the stopping thresholds observed in data are typically smaller than the (expected value maximizing) ...
Linear bandits with Stochastic Delayed Feedback, Vernade C. et al. (2020). Best Arm Identification 💪 Successive Elimination Action Elimination and Stopping Conditions for the Multi-Armed Bandit and Reinforcement Learning Problems, Even-Dar E. et al. (2006). LUCB PAC Subset Selection in Stocha...
M130219 originates from a subcutaneous biopsy taken during treatment with Bimetinib (MEKi), whereas M130429 was derived from a bone autopsy one month after stopping said targeted therapy30. Both cell lines share the same driver mutation (NRAS Q61R) but are phenotypically diverse. Consequently, ...
Reduced production loses, operation-stopping breakdowns and downtime costs Limited to tree-based learning Rust (2021) To create an obsolescence management framework for managing obsolete issues in military-based systems Machine learning algorithm was developed for life cycle forecasting Small scale case st...
an approaching vehicle on whether the pedestrian accepts the gap, the effect of the vehicle's speed on both (2) gap acceptance and (3) pedestrian timing of crossing in front of yielding vehicles, and (4) the effect on this crossing timing of the stopping distance of the yielding vehicle....
the first distance being less than the focal length and the second distance being greater than the focal length and wherein performing the action comprises stopping the capturing of the plurality of images, such that the current image is the last captured image of the plurality of images, the ...