A Forward Algorithm for Solving Optimal Stopping Problems
From MaRDI portal
(Redirected from Publication:5488992)
Recommendations
- On the forward algorithm for stopping problems on continuous-time Markov chains
- On optimal stopping of random sequences modulated by Markov chain
- The elimination algorithm for the problem of optimal stopping
- A new approach to the solution of optimal stopping problem in a discrete time
- Optimal stopping problem on finite Markov chain
Cites work
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- scientific article; zbMATH DE number 3607222 (Why is no real title available?)
- scientific article; zbMATH DE number 1057570 (Why is no real title available?)
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- On the best choice problem with random population size
Cited in
(13)- A new learning algorithm for optimal stopping
- A forward maximum principle algorithm with decision horizon results
- Efficient solutions for a class of optimal stopping problems
- A new approach to the solution of optimal stopping problem in a discrete time
- Robust Stopping Criteria for Dykstra's Algorithm
- A general approximation method for optimal stopping and random delay
- Finding minimum stopping and trapping sets: an integer linear programming approach
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING
- Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems
- On the forward algorithm for stopping problems on continuous-time Markov chains
- scientific article; zbMATH DE number 3995078 (Why is no real title available?)
- Solution of optimal stopping problem based on a modification of payoff function
- On optimal stopping of multidimensional diffusions
This page was built for publication: A Forward Algorithm for Solving Optimal Stopping Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488992)
