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Volumn 2006, Issue , 2006, Pages

Optimal quantization: Evolutionary algorithms vs stochastic gradient

Author keywords

[No Author keywords available]

Indexed keywords

NUMERICAL METHODS; OPTIMIZATION; STOCHASTIC CONTROL SYSTEMS;

EID: 33847762759     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2991/jcis.2006.161     Document Type: Conference Paper
Times cited : (4)

References (8)
  • 1
    • 33845685812 scopus 로고    scopus 로고
    • A quantization algorithm for solving discrete time multi-dimensional optimal stopping problems
    • V. Bally and G. Pagès (2005). A quantization algorithm for solving discrete time multi-dimensional optimal stopping problems, Bernoulli. 11(5), 893-932.
    • (2005) Bernoulli , vol.11 , Issue.5 , pp. 893-932
    • Bally, V.1    Pagès, G.2
  • 2
    • 14544269364 scopus 로고    scopus 로고
    • A quantization method for pricing and hedging multi-dimensional American style options
    • V. Bally, G. Pagès and J. Printems (2005). A quantization method for pricing and hedging multi-dimensional American style options, Mathematical Finance. 15(1), 119-168.
    • (2005) Mathematical Finance , vol.15 , Issue.1 , pp. 119-168
    • Bally, V.1    Pagès, G.2    Printems, J.3
  • 4
    • 0003327429 scopus 로고    scopus 로고
    • Foundations of quantization for probability distributions
    • Springer
    • S. Graf and H.Luschgy. Foundations of quantization for probability distributions, Lecture Notes in Mathematics no 1730, Springer, 230.
    • Lecture Notes in Mathematics no 1730 , pp. 230
    • Graf, S.1    Luschgy, H.2
  • 6
    • 0032498777 scopus 로고    scopus 로고
    • G. Pages (1997). A space vector quantization method for numerical integration, J. of Applied and Computational Mathematics 89, 1-38.
    • G. Pages (1997). A space vector quantization method for numerical integration, J. of Applied and Computational Mathematics 89, 1-38.
  • 8


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.