Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation |
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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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