51 search results - page 1 / 11 » Iterative construction of the optimal Bermudan stopping time |
FS
2006
13 years 4 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
SCALESPACE
2001
Springer
13 years 9 months ago
2001
Springer
We develop a novel time-selection strategy for iterative image restoration techniques: the stopping time is chosen so that the correlation of signal and noise in the filtered imag...
DEDS
2010
13 years 4 months ago
2010
We study approaches that fit a linear combination of basis functions to the continuation value function of an optimal stopping problem and then employ a greedy policy based on the...
FSS
2002
13 years 4 months ago
2002
We formulate a stopping problem for dynamic fuzzy systems concerning with fuzzy decision environment. It could be regarded as a natural fuzzification of non-fuzzy stopping problem...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
In this work we present a novel and efficient algorithm– independent stopping criterion, called the MGBM criterion, suitable for Multiobjective Optimization Evolutionary Algorit...