EconPapers    
Economics at your fingertips  
 

Stochastic Policy Iteration Methods

Denis Belomestny () and John Schoenmakers
Additional contact information
Denis Belomestny: Universität Duisburg-Essen
John Schoenmakers: The Weierstrass Institute

Chapter Chapter 7 in Advanced Simulation-Based Methods for Optimal Stopping and Control, 2018, pp 97-134 from Palgrave Macmillan

Abstract: Abstract In this chapter we analyze so called policy iteration, or better policy improvement methods for approximating an optimal policy for the optimal stopping problem introduced in Sect. 5.1.

Date: 2018
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-03351-2_7

Ordering information: This item can be ordered from
http://www.palgrave.com/9781137033512

DOI: 10.1057/978-1-137-03351-2_7

Access Statistics for this chapter

More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:pal:palchp:978-1-137-03351-2_7