Advanced simulation-based methods for optimal stopping and control. Belomestny, D. & Schoenmakers, J. Palgrave Macmillan, London, 2018. With applications in finance
bibtex   
@book {MR3752620,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Advanced simulation-based methods for optimal stopping and
              control},
      NOTE = {With applications in finance},
 PUBLISHER = {Palgrave Macmillan, London},
      YEAR = {2018},
     PAGES = {xvi+364},
      ISBN = {978-1-137-03350-5; 978-1-137-03351-2},
   MRCLASS = {60G40 (60H35 62J05 62L15 91G70 93E20)},
  MRNUMBER = {3752620},
MRREVIEWER = {\L . Stettner},
}

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