Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844)
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scientific article; zbMATH DE number 7297555
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| English | Discrete-type approximations for non-Markovian optimal stopping problems. II |
scientific article; zbMATH DE number 7297555 |
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Discrete-type approximations for non-Markovian optimal stopping problems. II (English)
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18 January 2021
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optimal stopping
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stochastic optimal control
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Monte Carlo methods
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0.9086130857467652
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0.825385332107544
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0.7870162725448608
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0.7781928777694702
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