Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya
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Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya, 2012, Issue 3, Pages 88–97 (Mi vspui85)  
Informatics

Method of backward induction for using optimal stopping rules

A. K. Rozova, A. N. Tsarapkinb

a N. G. Kuznetsov Naval Academy, St. Petersburg
b Naval Academy, St. Petersburg
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Abstract: Method of backward induction for using optimal stopping rules. It is shown how a backward induction method allows to use optimal stopping rules to maximize gains (loss mitigation) in the systems of detecting spontaneous phenomena.
Keywords: method of inverse induction, optimal stopping rules.

Accepted: April 26, 2012
Document Type: Article
UDC: 681.516.7.015.2
Language: Russian
Citation: A. K. Rozov, A. N. Tsarapkin, “Method of backward induction for using optimal stopping rules”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 2012, no. 3, 88–97
Citation in format AMSBIB
\Bibitem{RozTsa12}
\by A.~K.~Rozov, A.~N.~Tsarapkin
\paper Method of backward induction for using optimal stopping rules
\jour Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr.
\yr 2012
\issue 3
\pages 88--97
\mathnet{http://mi.mathnet.ru/vspui85}
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    		Вестник Санкт-Петербургского университета. Серия 10. Прикладная математика. Информатика. Процессы управления
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