Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653)
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scientific article; zbMATH DE number 2186465
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| English | Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation |
scientific article; zbMATH DE number 2186465 |
Statements
5 July 2005
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nonlinear filtering
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Markov chain
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stochastic gradient descent
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Monte Carlo simulations
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Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (English)
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0.8980883359909058
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0.8774577379226685
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0.8422083258628845
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0.8399152159690857
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0.8350826501846313
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