Advanced Simulation-Based Methods for Optimal Stopping and Control

DOI10.1057/978-1-137-03351-2zbMath1388.60004OpenAlexW4231211112MaRDI QIDQ4565306

Denis Belomestny, John G. M. Schoenmakers

Publication date: 11 June 2018

Full work available at URL: https://doi.org/10.1057/978-1-137-03351-2

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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