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Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives

Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives

Tsitsiklis, J.N.; van Roy, B.

期刊名称IEEE Transactions on Automatic Control
作者Tsitsiklis, J.N.; van Roy, B.
卷第44卷
期第10期
印刷ISSN0018-9286
文件大小280.68KB
发表时间1999
DOI10.1109/9.793723
页码1840-1851

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