Solving Stochastic Dynamic Programs by Convex Optimization and Simulation
type: Item
instance of: scholarly article
title: Solving Stochastic Dynamic Programs by Convex Optimization and Simulation
zbMATH Open document ID: 1354.90081
DOI: 10.1007/978-3-319-08159-5_1
author: D. Belomestny
author: Christian Bender
author: Fabian Dickmann
author: Nikolaus Schweizer
published in: Extraction of Quantifiable Information from Complex Systems
publication date: 2015-06-18T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6447192
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: optimal stopping problems
zbMATH Keywords: confidence intervals
MaRDI profile type: MaRDI publication profile
full work available at URL: 978-3-319-08159-5 1
OpenAlex ID: W1518974
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description: scientific article; zbMATH DE number 6447192