Advanced Simulation-Based Methods for Optimal Stopping and Control

DOI10.1057/978-1-137-03351-2zbMath1388.60004MaRDI QIDQ4565306

Denis Belomestny, John G. M. Schoenmakers

Publication date: 11 June 2018

Full work available at URL: https://doi.org/10.1057/978-1-137-03351-2

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

91G80: Financial applications of other theories

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory