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"Solving Optimal Stopping Problems via Randomization and Empirical Dual ..."

Denis Belomestny, Christian Bender, John Schoenmakers (2023)

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DOI: 10.1287/MOOR.2022.1306

access: closed

type: Journal Article

metadata version: 2023-08-18

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Denis Belomestny, Christian Bender, John Schoenmakers:
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization. Math. Oper. Res. 48(3): 1454-1480 (2023)

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