Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-type approximations for non-Markovian optimal stopping problems. II |
scientific article |
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Discrete-type approximations for non-Markovian optimal stopping problems. II (English)
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18 January 2021
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optimal stopping
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stochastic optimal control
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Monte Carlo methods
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