Informatics

Method of backward induction for using optimal stopping rules

A. K. Rozov^a, A. N. Tsarapkin<sup>b

a</sup> N. G. Kuznetsov Naval Academy, St. Petersburg
^b Naval Academy, St. Petersburg

Abstract: Method of backward induction for using optimal stopping rules. It is shown how a backward induction method allows to use optimal stopping rules to maximize gains (loss mitigation) in the systems of detecting spontaneous phenomena.

Keywords: method of inverse induction, optimal stopping rules.

UDC: 681.516.7.015.2


Accepted: April 26, 2012