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"Multilevel Simulation Based Policy Iteration for Optimal ..."

Denis Belomestny, Marcel Ladkau, John Schoenmakers (2015)

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DOI: 10.1137/140958463

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - journals/juq/BelomestnyLS15
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  - https://dblp.org/rec/journals/juq/BelomestnyLS15
Denis Belomestny, Marcel Ladkau, John Schoenmakers:
Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity. SIAM/ASA J. Uncertain. Quantification 3(1): 460-483 (2015)

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