摘要
依据最优停止理论,文中构建了数据信息校对决策中的最优停止时间问题的数学模型,并且对这一决策问题进行了归纳.基于此,对两种具体的模型给出了最优停止时间存在的条件和最优解在采用截尾法的同时,给出如何在解决实际问题中进行具体计算.
Based on the optimal stopping theory,a mathematical model is constructed about the proofreading problem of data information,and also generalized this decision problem.Based on this,as for the two special models,the conditions for the existence of the optimal stopping time and solution are given,while the truncation method is adopted and how to perform specific calculations in solving practical problems.
作者
高嘉瞳
王一迪
韩瑞迪
Gao Jiatong;Wang Yidi;Han Ruidi(School of Economics and Management,Northeast Electric Power University,Jilin Jilin 132012;School of Finance,Nankai University,Tianjin 300000)
出处
《东北电力大学学报》
2020年第6期105-108,共4页
Journal of Northeast Electric Power University
基金
2017年吉林省高教学会高教科研项目(JGJX2017C50)。
关键词
最优停止
数据信息
最优决策
Optimal stopping
Data information
Optimal decision
