Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps (Q5397436)
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scientific article; zbMATH DE number 6260387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps |
scientific article; zbMATH DE number 6260387 |
Statements
Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps (English)
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20 February 2014
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multiple stopping
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dual representation
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flexible caps
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linear regression
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Monte Carlo simulation
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