On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems. Belomestny, D. Ann. Appl. Probab., 21(1):215–239, 2011.
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},
}
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