Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (Q5256549)
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scientific article; zbMATH DE number 6447192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Stochastic Dynamic Programs by Convex Optimization and Simulation |
scientific article; zbMATH DE number 6447192 |
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Solving Stochastic Dynamic Programs by Convex Optimization and Simulation (English)
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18 June 2015
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Monte Carlo methods
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optimal stopping problems
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confidence intervals
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