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DTSTART:19700308T020000
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BEGIN:VEVENT
DTSTAMP:20210916T132449Z
LOCATION:Jean-Jacques Rousseau
DTSTART;TZID=Europe/Stockholm:20210706T113000
DTEND;TZID=Europe/Stockholm:20210706T120000
UID:submissions.pasc-conference.org_PASC21_sess131_msa312@linklings.com
SUMMARY:Deep Optimal Stopping
DESCRIPTION:Minisymposium\n\nDeep Optimal Stopping\n\nCheridito\n\nA deep 
 learning method for optimal stopping problems is presented which directly 
 learns the optimal stopping rule from Monte Carlo samples. As such, it is 
 broadly applicable in situations where the underlying randomness can effic
 iently be simulated. The approach is illustrated on different high-dimensi
 onal examples.\n\nDomain: CS and Math, Emerging Applications
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