Tag: optimal-stopping
All the writing and notes filed under "optimal-stopping" — 1 entry.
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Beyond 37%: When Optimal Stopping Stops Being Useful
The classical secretary problem gives 1/e ≈ 37%, but the rule answers a question almost no one actually asks. Six simulations covering recall, cardinal payoffs, full information, two-sided choice, learned priors, and a market-timing backtest where the naive no-policy baseline beats every stopping rule.