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Randomized Optimal Stopping Algorithms and Their Convergence Analysis.

Christian BayerDenis BelomestnyPaul HagerPaolo PigatoJohn Schoenmakers
Published in: SIAM J. Financial Math. (2021)
Keyphrases
  • convergence analysis
  • optimal stopping
  • global convergence
  • multi objective
  • approximation methods
  • optimality conditions
  • machine learning
  • semi supervised
  • optimization problems