On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems. Belomestny, D. Ann. Appl. Probab., 21(1):215–239, 2011.
On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems [link]Paper  doi  bibtex   
@article {MR2759200,
    AUTHOR = {Belomestny, Denis},
     TITLE = {On the rates of convergence of simulation-based optimization
              algorithms for optimal stopping problems},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {21},
      YEAR = {2011},
    NUMBER = {1},
     PAGES = {215--239},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (60F10 60J05 91G60)},
  MRNUMBER = {2759200},
       DOI = {10.1214/10-AAP692},
       URL = {https://doi.org/10.1214/10-AAP692},
}

Downloads: 0