Multilevel simulation based policy iteration for optimal stopping -- convergence and complexity (Q2945162)
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scientific article; zbMATH DE number 6479890
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| English | Multilevel simulation based policy iteration for optimal stopping -- convergence and complexity |
scientific article; zbMATH DE number 6479890 |
Statements
Multilevel Simulation Based Policy Iteration for Optimal Stopping--Convergence and Complexity (English)
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9 September 2015
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optimal stopping
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policy iteration
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multilevel Monte Carlo
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0.7736567258834839
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0.7731421589851379
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0.7656329274177551
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0.7626063823699951
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0.7582143545150757
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