Marcel Ladkau

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal stopping under uncertainty in drift and jump intensity
Mathematics of Operations Research
2020-03-12Paper
SDE based regression for linear random PDEs
SIAM Journal on Scientific Computing
2017-07-07Paper
Multilevel simulation based policy iteration for optimal stopping -- convergence and complexity
SIAM/ASA Journal on Uncertainty Quantification
2015-09-09Paper


Research outcomes over time


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