Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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
Full-text PDF (325 kB)
References:
PDF
HTML
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}
Linking options:
  • https://www.mathnet.ru/eng/vspui85
  • https://www.mathnet.ru/eng/vspui/y2012/i3/p88
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Вестник Санкт-Петербургского университета. Серия 10. Прикладная математика. Информатика. Процессы управления
    Statistics & downloads:
    Abstract page:348
    Full-text PDF :51
    References:40
    First page:23
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024