Introduces branched harmonic majorants arranged in a depth-indexed branching structure to identify the optimal stopping region and recover the value function as expected gain at exit from the non-contact set, with truncation providing explicit approximations.
Deep optimal stopping.Journal of Machine Learning Research, 20(74):1–25
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Branched harmonic majorants: representations for multidimensional optimal stopping
Introduces branched harmonic majorants arranged in a depth-indexed branching structure to identify the optimal stopping region and recover the value function as expected gain at exit from the non-contact set, with truncation providing explicit approximations.