Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (Q2945162): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/140958463 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W829270769 / rank | |||
Normal rank | |||
Revision as of 19:28, 19 March 2024
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)
0 references
9 September 2015
0 references
optimal stopping
0 references
policy iteration
0 references
multilevel Monte Carlo
0 references
