Randomized optimal stopping algorithms and their convergence analysis. Bayer, C., Belomestny, D., Hager, P., Pigato, P., & Schoenmakers, J. SIAM J. Financial Math., 12(3):1201–1225, 2021. Q1 quartile
Randomized optimal stopping algorithms and their convergence analysis [link]Paper  doi  bibtex   1 download  
@article {MR4309858,
    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and
              Pigato, Paolo and Schoenmakers, John},
     TITLE = {Randomized optimal stopping algorithms and their convergence
              analysis},
   JOURNAL = {SIAM J. Financial Math.},
  FJOURNAL = {SIAM Journal on Financial Mathematics},
    VOLUME = {12},
      YEAR = {2021},
    NUMBER = {3},
     PAGES = {1201--1225},
   MRCLASS = {91G60 (60G40 60J05 65C05 65C30)},
  MRNUMBER = {4309858},
MRREVIEWER = {Mahdieh Tahmasebi},
       DOI = {10.1137/20M1373876},
       URL = {https://doi.org/10.1137/20M1373876},
       note={Q1 quartile}
}

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