{"entities":{"Q1431527":{"pageid":1442267,"ns":120,"title":"Item:Q1431527","lastrevid":67464606,"modified":"2026-04-12T18:07:23Z","type":"item","id":"Q1431527","labels":{"en":{"language":"en","value":"A quantization algorithm for solving multidimensional discrete-time optimal stopping problems"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2072449"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1431527$F752D69E-2FE9-4379-B6EE-EF60DB844CE1","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8385baa849abefb8b7a46d12bfc59984c20fe80d","datavalue":{"value":{"text":"A quantization algorithm for solving multidimensional discrete-time optimal stopping problems","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1431527$05B3732A-E2E3-45B7-B654-57995010BFB4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a319d3fcad45eef52004d5fef53d2a93d0dfe17a","datavalue":{"value":"1042.60021","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$EB2E0437-5F49-40EC-8E8B-0737A9F7F166","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"539aab40774b4da66a162266512bd6bf1590d2ca","datavalue":{"value":{"entity-type":"item","numeric-id":287699,"id":"Q287699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1431527$0D6EA1A1-AEA6-4BC1-8B12-46E840D1488E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f0d64905a4e950d57d51147eec4fd22ea306c0df","datavalue":{"value":{"entity-type":"item","numeric-id":338073,"id":"Q338073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1431527$BE35DBA3-0D55-4003-8502-F9257D3E5C66","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1431527$6BD859AD-6161-49A0-BFF7-72B85A4F3855","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8e97413650809a49dc563521ce72b7b9bc8a1118","datavalue":{"value":{"time":"+2004-06-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1431527$CBF8D315-A61E-456B-A4AB-A9DCBEE0E9A4","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"53c6ebefdf50eedbfe6649e0057ef8bb4976d504","datavalue":{"value":"The authors propose a new grid method for computing the Snell envelope of a function of an \\(\\mathbb{R}^d\\)-valued simulatable Markov chain \\((X^k)_{0\\leq k \\leq n}\\). The backward quantization tree algorithm is derived and some a priori \\(L^p\\)-error bounds are established. Then the extension of the competetive learning vector quantization algorithm to Markov chains is presented to process the numerical optimization of the grids and the computation of their transition weights. A comparison with the finite-element method is carried out. The above results are applied to the discretization of reflected backward stochastic differential equations with some a priori error bounds, when the diffusion is uniformly elliptic. Numerical illustration is given: the pricing of American style exchange options.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$1192D0A8-B23F-4199-89B3-B46BEDB5B915","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$A4D179B2-8BBD-4D84-8420-AB619D5ED1EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1cdf15533e26fc0c4c2e22d28e655c364dfe77a6","datavalue":{"value":"60J10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$3C322361-7EE1-4BA6-BF21-CA56CDE910CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$EC78B3BD-E113-4968-AE6D-C06A2BCF9535","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6f662de1b095b502c93ec7a49ec0ea03ff85766","datavalue":{"value":"60H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$8677032E-55E1-4B0D-990D-0153D586077B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$5EB21EA7-92FD-4A71-A2F8-7426FD296526","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bf75c8d93bcd30cb3461462876c9747029ad625b","datavalue":{"value":"2072449","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$B6D6C423-7439-4463-B3BF-536D809487B3","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cac2578adeebfec17b625fe4d69d93f2cdd4cfb4","datavalue":{"value":"American option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$8635AC15-AD60-4EC4-A2BE-4A5E63D93AB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54386443767439a4565bd3fedc3d37d2c4a4f85d","datavalue":{"value":"Markov chains","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$95EC2405-BC21-4745-B7E7-6D84982C0035","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aee11bd68c68b67e41e53579f5beebc910b84089","datavalue":{"value":"numerical probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$D2536829-06EF-46D5-9EAB-00E9AE708856","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e90897c6a849adc6966eeaed4b9ae8c0f633cae","datavalue":{"value":"quantization of random variables","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$7C36868D-DA95-4FF5-AF9F-C567983F4125","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"007c025dd9070308c201e699a756651b3f629ef4","datavalue":{"value":"reflected backward stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$3D0EAB67-EA16-4E26-B2D5-D2A65B4E6D44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"50960507402e2503c2bd52d64a2b64cc75c23300","datavalue":{"value":"Snell envelope","type":"string"},"datatype":"string"},"type":"statement","id":"Q1431527$B4278F0C-3B64-4526-B51C-5EC6C92C8881","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1431527$726D51C0-4C78-47CE-B4B1-3020022D8532","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1431527$D49D5C55-98EF-454B-BE24-C749CA5FBB11","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ec5a346109fa646c255bcb38de1fd202bd037ab7","datavalue":{"value":"https://doi.org/10.3150/bj/1072215199","type":"string"},"datatype":"url"},"type":"statement","id":"Q1431527$AF7ABC8E-FF2C-45BE-891A-630B8D5A68C4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6b58b5cddaf87ac8b04b0b7610f0fa98ddbf449e","datavalue":{"value":"W2048370823","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$FFCAC5E7-0F22-4954-99D0-CE128DF44BBD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0b94cd0f5da9b4053cbb337fef4549d4be631a6c","datavalue":{"value":"10.3150/BJ/1072215199","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1431527$167D3E29-420E-4E5C-A2C8-2D5470FD4055","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"acfe0ecd36c0f30ce261849bdc4f0287b1eeb174","datavalue":{"value":{"entity-type":"item","numeric-id":5464338,"id":"Q5464338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b9a0f54970c0a0aa517d58807c983adada1d12d4","datavalue":{"value":{"amount":"+0.8172450661659241","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1431527$1A35436D-7C97-41C3-A1C1-6230578161FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b3421beaadf1ef7f07225740f88c23073be98755","datavalue":{"value":{"entity-type":"item","numeric-id":2574574,"id":"Q2574574"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"968d889f121b5a6bf3ca2f2cb3a34490c9f6f4a5","datavalue":{"value":{"amount":"+0.8140611052513123","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1431527$DFEEDCCE-8310-4114-A093-117B9D6DBE49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6991cd1bf71bcce7807f82f476ad0deed05f2d41","datavalue":{"value":{"entity-type":"item","numeric-id":2724975,"id":"Q2724975"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"77cf1f3648a92276d6b1aa7215a2555275a5bbd4","datavalue":{"value":{"amount":"+0.7888732552528381","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1431527$C7500B50-7113-41F3-ABD5-7A0337D69A7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0c1c1f7c88bc89b3287b981e14d69829c1e7b05c","datavalue":{"value":{"entity-type":"item","numeric-id":5388677,"id":"Q5388677"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a7bcbf8b2fab6a3cdb65a9476bec29cd8a36166","datavalue":{"value":{"amount":"+0.7811642289161682","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1431527$B05ED82D-DCBE-46E4-B4E0-5487B9D5C331","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"358713c145166792672a8a51becd280b192d9ae5","datavalue":{"value":{"entity-type":"item","numeric-id":2816573,"id":"Q2816573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a05cd6dc8bb125b5f5f88aec349726273514352a","datavalue":{"value":{"amount":"+0.7742627859115601","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1431527$42C3152D-2C59-4BD4-B36A-E5EBF94DC283","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A quantization algorithm for solving multidimensional discrete-time optimal stopping problems","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_quantization_algorithm_for_solving_multidimensional_discrete-time_optimal_stopping_problems"}}}}}