Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945)
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scientific article; zbMATH DE number 7174833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems |
scientific article; zbMATH DE number 7174833 |
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Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (English)
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26 February 2020
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optimal stopping
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nonlinear stochastic systems
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perturbation analysis
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approximative dynamic programming
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Monte Carlo
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