On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations.

Christian Bayer Håkon Hoel Erik von Schwerin Raúl Tempone

Published in: SIAM J. Sci. Comput. (2014)

Keyphrases

monte carlo simulation
stopping criteria
markov chain
monte carlo
worst case
dynamic programming
optimal design
data sets
optimal solution
boundary conditions
boundary element method