Multilevel simulation based policy iteration for optimal stopping—convergence and complexity. Belomestny, D., Ladkau, M., & Schoenmakers, J. SIAM/ASA J. Uncertain. Quantif., 3(1):460–483, 2015.
Multilevel simulation based policy iteration for optimal stopping—convergence and complexity [link]Paper  doi  bibtex   
@article {MR3357645,
    AUTHOR = {Belomestny, Denis and Ladkau, Marcel and Schoenmakers, John},
     TITLE = {Multilevel simulation based policy iteration for optimal
              stopping---convergence and complexity},
   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},
  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},
    VOLUME = {3},
      YEAR = {2015},
    NUMBER = {1},
     PAGES = {460--483},
      ISSN = {2166-2525},
   MRCLASS = {65C30 (60H35 65C05 65C20)},
  MRNUMBER = {3357645},
MRREVIEWER = {Alexandre Popier},
       DOI = {10.1137/140958463},
       URL = {https://doi.org/10.1137/140958463},
}

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