Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522)
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scientific article; zbMATH DE number 7552978
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| English | Solving optimal stopping problems under model uncertainty via empirical dual optimisation |
scientific article; zbMATH DE number 7552978 |
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Solving optimal stopping problems under model uncertainty via empirical dual optimisation (English)
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5 July 2022
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model uncertainty
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optimal stopping
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dual representation
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empirical dual optimisation
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generative models
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covering numbers
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concentration inequalities
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0.864793598651886
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0.8604441285133362
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0.848284900188446
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0.8452922701835632
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0.8185980916023254
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