A new learning algorithm for optimal stopping (Q839001): Difference between revisions
From MaRDI portal
Latest revision as of 22:08, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new learning algorithm for optimal stopping |
scientific article |
Statements
A new learning algorithm for optimal stopping (English)
0 references
1 September 2009
0 references
learning algorithm
0 references
optimal stopping
0 references
linear programming
0 references
primal-dual methods
0 references
split sampling
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references