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Pathwise Dynamic Programming - MaRDI portal

Pathwise Dynamic Programming (Q5219679)

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scientific article; zbMATH DE number 7179864
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English
Pathwise Dynamic Programming
scientific article; zbMATH DE number 7179864

    Statements

    title
    Pathwise Dynamic Programming (English)
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    author
    Christian Bender
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    Christian Gärtner
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    Nikolaus Schweizer
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    publication date
    12 March 2020
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    zbMATH Keywords
    stochastic dynamic programming
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    Monte Carlo
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    confidence bounds
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    option pricing
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    cites work
    Q3376698
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    Q3515750
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    Q5169724
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    Q5520962
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    Q4453509
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    Q4002114
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    Q4379369
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    Q4235027
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    Stochastic Games
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    Identifiers

    Mathematics Subject Classification ID
    90C39
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    65C05
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    90C46
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    zbMATH DE Number
    7179864
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    OpenAlex ID
    W2758153130
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