Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity

Denis Belomestny, Marcel Ladkau, John Schoenmakers. Multilevel Simulation Based Policy Iteration for Optimal Stopping-Convergence and Complexity. SIAM/ASA J. Uncertain. Quantification, 3(1):460-483, 2015. [doi]

Abstract

Abstract is missing.