decision trees

Wednesday, October 3, 2018 - 2:45pm - 3:30pm
Velibor Misic (University of California, Los Angeles)
Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward; this arises in numerous application areas, such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional optimal stopping involve determining an approximation to the value function or to the continuation value, and then using that approximation within a greedy policy.
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