Optimal stopping via reinforced regression. Belomestny, D., Schoenmakers, J., Spokoiny, V., & Zharkynbay, B. Commun. Math. Sci., 18(1):109–121, 2020.
Optimal stopping via reinforced regression [link]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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