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Article Dans Une Revue The Annals of Applied Probability Année : 2017

Asymptotic lower bounds for optimal tracking: A linear programming approach

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hal-03944414 , version 1 (18-01-2023)

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Jiatu Cai, Mathieu Rosenbaum, Peter Tankov. Asymptotic lower bounds for optimal tracking: A linear programming approach. The Annals of Applied Probability, 2017, 27 (4), ⟨10.1214/16-AAP1264⟩. ⟨hal-03944414⟩
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