Snell envelope with small probability criteria
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Publication:1935508
DOI10.1007/s00245-012-9173-1zbMath1256.93121OpenAlexW2040074112MaRDI QIDQ1935508
Pierre Del Moral, Nadia Oudjane, Peng Hu
Publication date: 18 February 2013
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00507794v2/file/RR-7360.pdf
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Cites Work
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