Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653): Difference between revisions
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Property / cites work: An Approach to Discrete-Time Stochastic Control Problems under Partial Observation / rank | |||
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Property / cites work: Foundations of quantization for probability distributions / rank | |||
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Latest revision as of 13:21, 10 June 2024
scientific article
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English | Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation |
scientific article |
Statements
5 July 2005
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nonlinear filtering
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Markov chain
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stochastic gradient descent
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Monte Carlo simulations
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Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (English)
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