Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity |
scientific article |
Statements
Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (English)
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9 September 2015
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optimal stopping
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policy iteration
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multilevel Monte Carlo
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