Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1090/mcom/3013 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1090/MCOM/3013 / rank | |||
Normal rank | |||
Latest revision as of 22:36, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions |
scientific article |
Statements
Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (English)
0 references
9 March 2016
0 references
backward stochastic differential equations
0 references
dynamic programming scheme
0 references
empirical regressions
0 references
non-asymptotic error estimates
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
