Pages that link to "Item:Q3023653"
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The following pages link to Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation (Q3023653):
Displaying 16 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)
- Quantization Based Filtering Method Using First Order Approximation (Q3069093) (← links)
- Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
- Energy transition under scenario uncertainty: a mean-field game of stopping with common noise (Q6631632) (← links)
