Optimal stopping via reinforced regression. Belomestny, D., Schoenmakers, J., Spokoiny, V., & Zharkynbay, B. Commun. Math. Sci., 18(1):109–121, 2020.
Paper doi bibtex @article {MR4084145,
AUTHOR = {Belomestny, Denis and Schoenmakers, John and Spokoiny,
Vladimir and Zharkynbay, Bakhyt},
TITLE = {Optimal stopping via reinforced regression},
JOURNAL = {Commun. Math. Sci.},
FJOURNAL = {Communications in Mathematical Sciences},
VOLUME = {18},
YEAR = {2020},
NUMBER = {1},
PAGES = {109--121},
ISSN = {1539-6746},
MRCLASS = {65C05 (60G40 60H30 62P05)},
MRNUMBER = {4084145},
MRREVIEWER = {Charles-Edouard Br\'{e}hier},
DOI = {10.4310/cms.2020.v18.n1.a5},
URL = {https://doi.org/10.4310/cms.2020.v18.n1.a5},
}
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