"Regression Methods for Stochastic Control Problems and Their Convergence ..."

Denis Belomestny, Anastasia Kolodko, John Schoenmakers (2010)

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DOI: 10.1137/090752651

access: closed

type: Journal Article

metadata version: 2020-07-09

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Denis Belomestny, Anastasia Kolodko, John Schoenmakers:
Regression Methods for Stochastic Control Problems and Their Convergence Analysis. SIAM J. Control. Optim. 48(5): 3562-3588 (2010)

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