Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization (Q6121634)
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scientific article; zbMATH DE number 7809866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization |
scientific article; zbMATH DE number 7809866 |
Statements
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization (English)
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27 February 2024
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optimal stopping
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duality
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stochastic average approximation
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randomization
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