Hiatus 发表于 2025-3-23 09:41:12

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JECT 发表于 2025-3-23 16:44:42

https://doi.org/10.1007/978-3-319-42801-7In this chapter we will generalize the dual methodology presented in the previous chapter to the so called multiple stopping problems. The presentation is based on , where also further details can be found.

苦笑 发表于 2025-3-23 21:38:27

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Nonporous 发表于 2025-3-23 22:36:19

J. Hua,H. Sakai,E. M. MeyerowitzIn this chapter several non-nested dual Monte Carlo algorithms for optimal stopping problem are presented.

Enteropathic 发表于 2025-3-24 06:07:29

https://doi.org/10.1007/978-94-011-4453-7In this chapter we present an alternative approach of constructing upper bounds for the values of discrete time optimal stopping problems based on consumption processes.

Optimum 发表于 2025-3-24 09:44:17

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为敌 发表于 2025-3-24 13:52:38

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要控制 发表于 2025-3-24 18:15:39

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针叶类的树 发表于 2025-3-24 22:43:31

https://doi.org/10.1007/978-3-319-42801-7a is to simulate a set of trajectories under some reference measure and then apply a dynamic programming formulation (Bellman principle) to compute recursively estimates for the optimal control process and the optimal stopping rule, where the fast approximation methods allow for computing conditiona

Glossy 发表于 2025-3-25 03:11:34

Front Matteruss, wollen wir uns jetzt mit den positiven Seiten von „RedakBots“ beschäftigen. Immer wieder taucht nämlich im Zusammenhang mit der Diskussion um KI im Journalismus ein zentrales Hauptargument der Befürworter auf: Künstliche Intelligenz verschaffe durch Übernahme von Routineaufgaben mehr Zeit für a
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查看完整版本: Titlebook: Advanced Simulation-Based Methods for Optimal Stopping and Control; With Applications in Denis Belomestny,John Schoenmakers Book 2018 The E