Search Results for author: Bakhyt Zharkynbay

Found 1 papers, 0 papers with code

Optimal stopping via reinforced regression

no code implementations7 Aug 2018 Denis Belomestny, John Schoenmakers, Vladimir Spokoiny, Bakhyt Zharkynbay

In this note we propose a new approach towards solving numerically optimal stopping problems via reinforced regression based Monte Carlo algorithms.

regression

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