Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367): Difference between revisions
From MaRDI portal
Revision as of 13:52, 11 July 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