Hosted by cogitel-forum. |
Publications
Filters: Author is Huyên Pham [Clear All Filters]
"Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation",
Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005.
Abstract
Download: Quantization filter process optimal stopping.pdf (345.93 KB)
"An optimal Markovian quantization algorithm for multidimensional stochastic control problems",
Stochastics and Dynamics, vol. 4(4), pp. 501-545, 2004.
Abstract
"Optimal quantization methods for nonlinear filtering with discrete-time observations",
Bernoulli, vol. 11(5), 2005.
Abstract