Solving optimal stopping problems via empirical dual optimization. Belomestny, D. Ann. Appl. Probab., 23(5):1988–2019, 2013.
Solving optimal stopping problems via empirical dual optimization [link]Paper  doi  bibtex   
@article {MR3134728,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Solving optimal stopping problems via empirical dual
              optimization},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {23},
      YEAR = {2013},
    NUMBER = {5},
     PAGES = {1988--2019},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (60G44 60H30 91G20)},
  MRNUMBER = {3134728},
MRREVIEWER = {Hongzhong Zhang},
       DOI = {10.1214/12-AAP892},
       URL = {https://doi.org/10.1214/12-AAP892},
}

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