Open AccessStochastic mesh method for optimal stopping problems
Author(s) -
Yuriy N. Kashtanov,
Igor P. Fedyaev
Publication year - 2020
Publication title -
vestnik sankt-peterburgskogo universiteta. matematika. mehanika. astronomiâ/vestnik sankt-peterburgskogo universiteta. seriâ 1, matematika, mehanika, astronomiâ
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2587-5884
pISSN - 1025-3106
DOI - 10.21638/spbu01.2020.306
Subject(s) - optimal stopping , computer science , mathematical optimization , mathematics