Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving optimal stopping problems under model uncertainty via empirical dual optimisation |
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Solving optimal stopping problems under model uncertainty via empirical dual optimisation (English)
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5 July 2022
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model uncertainty
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optimal stopping
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dual representation
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empirical dual optimisation
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generative models
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covering numbers
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concentration inequalities
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