Author

David A. Goldberg

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Open access Aug 2026

Polynomial-Time Algorithm for Optimal Stopping with Fixed Accuracy

This work develops a novel expansion representation for the OS value and proves that truncating this expansion yields a simulation-based algorithm that implements an optimal stopping policy with computational complexity scaling polynomially in the time horizon and the underlying dimension.

Yilun Chen, David A. Goldberg · Stochastic Systems · 0 citations