DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424)
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scientific article; zbMATH DE number 6430118
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS |
scientific article; zbMATH DE number 6430118 |
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DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (English)
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24 April 2015
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general multiple stopping problem
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dual representations
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multiple exercise options
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volume constraints
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refraction period
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Monte Carlo algorithm
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