论文标题
随机最佳停止算法及其收敛分析
Randomized optimal stopping algorithms and their convergence analysis
论文作者
论文摘要
在本文中，我们研究了随机的最佳停止问题，并考虑基于前向和向后的蒙特卡洛优化算法。特别是我们证明了所提出的算法的收敛性并得出相应的收敛速率。
In this paper we study randomized optimal stopping problems and consider corresponding forward and backward Monte Carlo based optimisation algorithms. In particular we prove the convergence of the proposed algorithms and derive the corresponding convergence rates.
