Optimal Stopping of McKean–Vlasov Diffusions via Regression on Particle Systems. Belomestny, D. & Schoenmakers, J. SIAM J. Control Optim., 58(1):529–550, 2020.
Optimal Stopping of McKean–Vlasov Diffusions via Regression on Particle Systems [link]Paper  doi  bibtex   2 downloads  
@article {MR4068320,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Optimal {S}topping of {M}c{K}ean--{V}lasov {D}iffusions via
              {R}egression on {P}article {S}ystems},
   JOURNAL = {SIAM J. Control Optim.},
  FJOURNAL = {SIAM Journal on Control and Optimization},
    VOLUME = {58},
      YEAR = {2020},
    NUMBER = {1},
     PAGES = {529--550},
      ISSN = {0363-0129},
   MRCLASS = {60G40 (49L20 65C05 91G80)},
  MRNUMBER = {4068320},
       DOI = {10.1137/18M1195590},
       URL = {https://doi.org/10.1137/18M1195590},
}

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