Pages that link to "Item:Q5247424"
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The following pages link to DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424):
Displayed 10 items.
- A unified approach to multiple stopping and duality (Q453044) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- Optimal procurement strategies for contractual assembly systems with fluctuating procurement price (Q2196110) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Optimal exercise strategies for operational risk insurance via multiple stopping times (Q2397959) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)