A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension (Q2940758)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension |
scientific article |
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A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension (English)
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20 January 2015
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optimal switching
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Monte Carlo algorithm
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local basis regression
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optimal investment in power generation
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