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stopping problem

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  • Stopping time — Example of a stopping time: a hitting time of Brownian motion In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time) is a specific type of “random time”. The theory of stopping rules and… …   Wikipedia

  • Optimal stopping — In mathematics, the theory of optimal stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of… …   Wikipedia

  • Secretary problem — The secretary problem is an optimal stopping problem that has been studied extensively in the fields of applied probability, statistics, and decision theory. It is also known as the marriage problem, the sultan s dowry problem, the fussy suitor… …   Wikipedia

  • Obstacle problem — The obstacle problem is a classic motivating example in the mathematical study of variational inequalities and free boundary problems. The problem is to find the equilibrium position of an elastic membrane whose boundary is held fixed, and which… …   Wikipedia

  • Robbins' problem (of optimal stopping) — is a problem of optimal stopping, sometimes referred to as the fourth secretary problem or the problem of minimizing the expected rank with full information. Its statement is as follows. Let X 1, ... , X n be independent, identically distributed… …   Wikipedia

  • Collatz-Problem — Das Collatz Problem, auch als (3n + 1) Vermutung bezeichnet, ist ein ungelöstes mathematisches Problem, das 1937 von Lothar Collatz gestellt wurde. Inhaltsverzeichnis 1 Problemstellung 2 Ursprung und Geschichte 2.1 Publizierte Quellen …   Deutsch Wikipedia

  • Wicked problem — The concept of wicked problems was originally proposed by Horst Rittel (a pioneering theorist of design and planning, and late professor at the University of California, Berkeley) and M. Webber ref|1 in a seminal treatise for social planning,… …   Wikipedia

  • Early stopping — In machine learning, early stopping is a form of regularization used when a machine learning model (such as a neural network) is trained by on line gradient descent. In early stopping, the training set is split into a new training set and a… …   Wikipedia

  • Disorder problem — In the study of stochastic processes in mathematics, a disorder problem (or quickest detection problem) has been formulated by Kolmogorov. Specifically, the problem is use ongoing observations on a stochastic process to decide whether or not to… …   Wikipedia

  • Likelihood principle — In statistics,the likelihood principle is a controversial principle of statistical inference which asserts that all of the information in a sample is contained in the likelihood function.A likelihood function arises from a conditional probability …   Wikipedia

  • Zoids Customise Parts — (also referred to as Customise Parts or CPs) were a line of model kits released by TOMY as a part of the Zoids line. The line consisted of additional weapons systems and equipment that could be added to existing Zoids. The line was composed of a… …   Wikipedia

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