| dc.contributor |
Tsitsiklis, John N. |
|
| dc.contributor |
Van Roy, Benjamin. |
|
| dc.contributor |
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems. |
|
| dc.date |
2003-04-29T15:43:01Z |
|
| dc.date |
2003-04-29T15:43:01Z |
|
| dc.date |
1997 |
|
| dc.date.accessioned |
2013-06-04T16:17:40Z |
|
| dc.date.available |
2013-06-04T16:17:40Z |
|
| dc.date.issued |
2013-06-05 |
|
| dc.identifier |
http://hdl.handle.net/1721.1/3454 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
|
| dc.description |
John N. Tsitsiklis and Benjamin Van Roy. |
|
| dc.description |
Includes bibliographical references (p. 29-30). |
|
| dc.description |
Supported by NSF grant. DMI-9625489 Supported by ARO grant. DAAL-03-92-G-0115 |
|
| dc.format |
30 p. |
|
| dc.format |
2316286 bytes |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.publisher |
Massachusetts Institute of Technology, Laboratory for Information and Decision Systems |
|
| dc.relation |
LIDS-P ; 2389 |
|
| dc.subject |
TK7855.M41 E3845 no.2389 |
|
| dc.title |
Optimal stopping of Markov processes : Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives |
|