↓ Skip to main content
What is this page? Embed badge

Advanced Simulation-Based Methods for Optimal Stopping and Control

Overview of attention for book
Cover of 'Advanced Simulation-Based Methods for Optimal Stopping and Control'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
  3. Altmetric Badge
    Chapter 2 Elementary Monte Carlo Methods
  4. Altmetric Badge
    Chapter 3 Variance Reduction for SDEs
  5. Altmetric Badge
    Chapter 4 Multilevel Methods
  6. Altmetric Badge
    Chapter 5 General Problem Setups
  7. Altmetric Badge
    Chapter 6 Primal Approximation Methods for Optimal Stopping
  8. Altmetric Badge
    Chapter 7 Stochastic Policy Iteration Methods
  9. Altmetric Badge
    Chapter 8 Regression Methods for Markovian Control Problems
  10. Altmetric Badge
    Chapter 9 Duality for Optimal Stopping
  11. Altmetric Badge
    Chapter 10 Duality for Multiple Stopping
  12. Altmetric Badge
    Chapter 11 Dual Methods for General Optimal Control
  13. Altmetric Badge
    Chapter 12 Dual Monte Carlo Algorithms for Optimal Stopping
  14. Altmetric Badge
    Chapter 13 Pricing Bermudan Options via Consumption Processes
  15. Altmetric Badge
    Chapter 14 Dual Monte Carlo Algorithms for Optimal Control
Attention for Chapter 14: Dual Monte Carlo Algorithms for Optimal Control
Altmetric Badge

Citations

dimensions_citation
10 Dimensions
Summary Dimensions citations
So far, Dimensions has found 10 publications that cite this research output.

10

The most recent citing publications are shown below. View all 10 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.