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Article Dans Une Revue Monte Carlo Methods and Applications Année : 2005

Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation

W. Runggaldier
  • Fonction : Auteur
A. Sellami
  • Fonction : Auteur
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Dates et versions

hal-00101833 , version 1 (28-09-2006)

Identifiants

  • HAL Id : hal-00101833 , version 1

Citer

H. Pham, W. Runggaldier, A. Sellami. Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. Monte Carlo Methods and Applications, 2005, 11 n.1, pp.57-81. ⟨hal-00101833⟩
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