Optimal stopping via reinforced regression (Q1984704)

From MaRDI portal
Revision as of 23:28, 18 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal stopping via reinforced regression
scientific article

    Statements

    title
    Optimal stopping via reinforced regression (English)
    0 references
    author
    Denis Belomestny
    0 references
    Bakhyt Zharkynbay
    0 references
    Vladimir Spokoiny
    0 references
    publication date
    7 April 2020
    0 references
    zbMATH Keywords
    Monte Carlo
    0 references
    optimal stopping
    0 references
    regression
    0 references
    reinforcement
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60G40
    0 references
    62P05
    0 references
    65C05
    0 references
    zbMATH DE Number
    7186968
    0 references
    arXiv ID
    1808.02341
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1984704&oldid=33438504"
    Powered by MediaWiki