"Solving Optimal Stopping Problems via Randomization and Empirical Dual ..."

Denis Belomestny, Christian Bender, John Schoenmakers (2023)

> Home

Details and statistics

DOI: 10.1287/MOOR.2022.1306

access: closed

type: Journal Article

metadata version: 2023-08-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mor/BelomestnyBS23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mor/BelomestnyBS23
Denis Belomestny, Christian Bender, John Schoenmakers:
Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization. Math. Oper. Res. 48(3): 1454-1480 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.