Generic improvements to least squares monte carlo methods with applications to optimal stopping problems-Reference-Cited by-同舟云学术

Generic improvements to least squares monte carlo methods with applications to optimal stopping problems

Published:2022-05 Issue:3 Volume:298 Page:1132-1144
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Wei Wei,Zhu Dan^ORCID

Funder

Monash University

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

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