An optimal stopping problem on the finite-step simple random walk with absorbent boundaries

Jun-Li Fu, Wen-Xing Han, Bo Zhang. An optimal stopping problem on the finite-step simple random walk with absorbent boundaries. In International Conference on Machine Learning and Cybernetics, ICMLC 2011, Guilin, China, July 10-13, 2011, Proceedings. pages 819-823, IEEE, 2011. [doi]

Abstract

Abstract is missing.