Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653): Difference between revisions

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Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
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Property / full work available at URL: https://doi.org/10.1163/1569396054027283 / rank
 
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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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Property / cites work: An Approach to Discrete-Time Stochastic Control Problems under Partial Observation / rank
 
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Property / cites work: Q4331760 / rank
 
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Property / cites work: Foundations of quantization for probability distributions / rank
 
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Property / cites work: Q4004190 / rank
 
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Property / cites work: Q4346705 / 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

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    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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