Step 1: Understand the term.
The question asks for the term used for a speech delivered by an actor at the end of a play. This is a specific theatrical term.
Step 2: Analyze the options.
An epilogue is a speech or section at the end of a play that concludes the story or directly addresses the audience. This matches the given definition.
A monologue is a long speech delivered by one actor, but it can occur anywhere in the play, not necessarily at the end.
A duologue is a conversation between two characters, not a closing speech.
A prologue is a speech at the beginning of a play, not at the end.
Step 3: Conclusion.
Hence, the correct term for a speech at the end of a play is epilogue.