검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
OPTIMAL STOPPING OF MCKEAN-VLASOV DIFFUSIONS VIA REGRESSION ON PARTICLE SYSTEMS Belomestny D, Schoenmakers J SIAM Journal on Control and Optimization, 58(1), 529, 2020 |
| 2 |
Optimal Stopping via Pathwise Dual Empirical Maximisation Belomestny D, Hildebrand R, Schoenmakers J Applied Mathematics and Optimization, 79(3), 715, 2019 |
| 3 |
REGRESSION METHODS FOR STOCHASTIC CONTROL PROBLEMS AND THEIR CONVERGENCE ANALYSIS Belomestny D, Kolodko A, Schoenmakers J SIAM Journal on Control and Optimization, 48(5), 3562, 2010 |