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Ústav arrow Semináre arrow Seminár: Multiple optimal decision rules and their applications
Seminár: Multiple optimal decision rules and their applications

25.8.2017


Pozývame Vás na seminár z matematickej štatistiky s názvom Multiple optimal decision rules and their applications, ktorý sa uskutoční v piatok, 8. septembra 2017, o 11:00 hod. v Ústave merania SAV. Prednášať bude profesor Georgy Sofronov, Department of Statistics, Macquarie University, Sydney, Australia.

Multiple optimal decision rules and their applications

 

Georgy Sofronov

Department of Statistics, Macquarie University (Sydney, Australia)

 

In many applications data are sequentially collected over time, and it is necessary to make decisions based on already obtained information while future observations are not known yet. Formally speaking, we observe a sequence of random variables and have to decide when we must stop, given that there is no recall allowed, that is, a random variable once rejected cannot be chosen later on. Our decision to stop depends on the observations already made, but does not depend on the future which is not yet known. The objective is to find an optimal procedure that maximizes an expected gain. In this talk, I will consider problems when at least two stops are required, for example, a sequential problem of selling several identical assets over a finite time horizon.


 
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