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Shoou-Ren Hsiau

2009-11-06
10:30:00 - 12:00:00

Optimal stopping problems in discrete time processes

405 , Mathematics Research Center Building (ori. New Math. Bldg.)

In this talk I will review several optimal stopping problems in discrete time processes and introduce some tools used in this area. The classical problems such as secretary problem , parking problem and their extensions will be addressed. The theory of backward induction and the notion of monotone case will also be discussed.