A probabilistic numerical method for optimal multiple switching problems in high dimension (Q2940758)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A probabilistic numerical method for optimal multiple switching problems in high dimension |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A probabilistic numerical method for optimal multiple switching problems in high dimension |
scientific article |
Statements
A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension (English)
0 references
20 January 2015
0 references
optimal switching
0 references
Monte Carlo algorithm
0 references
local basis regression
0 references
optimal investment in power generation
0 references
0.8082833290100098
0 references
0.7868027091026306
0 references
0.78196781873703
0 references
0.7767366170883179
0 references
0.7745351195335388
0 references
