Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Discrete-type approximations for non-Markovian optimal stopping problems. II |
scientific article |
Statements
Discrete-type approximations for non-Markovian optimal stopping problems. II (English)
0 references
18 January 2021
0 references
optimal stopping
0 references
stochastic optimal control
0 references
Monte Carlo methods
0 references
0 references
0 references
0 references
0 references
0 references
0 references