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Advanced Simulation-Based Methods for Optimal Stopping and Control

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Attention for Chapter 11: Dual Methods for General Optimal Control
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Chapter title
Dual Methods for General Optimal Control
Chapter number 11
Book title
Advanced Simulation-Based Methods for Optimal Stopping and Control
Published by
Palgrave Macmillan, London, January 2018
DOI 10.1057/978-1-137-03351-2_11
Book ISBNs
978-1-137-03350-5, 978-1-137-03351-2
Authors

Denis Belomestny, John Schoenmakers