Pages that link to "Item:Q3023653"

The following pages link to Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653):

Displayed 12 items.

• Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) ‎ (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) ‎ (← links)
• Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763) ‎ (← links)
• Change-point detection for piecewise deterministic Markov processes (Q1716530) ‎ (← links)
• Greedy vector quantization (Q1791088) ‎ (← links)
• Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709) ‎ (← links)
• Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics (Q2799358) ‎ (← links)
• Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) ‎ (← links)
• An Introduction to Particle Methods with Financial Applications (Q2917424) ‎ (← links)
• American Option Valuation with Particle Filters (Q2917425) ‎ (← links)
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) ‎ (← links)
• Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) ‎ (← links)