Weighted stochastic mesh algorithm achieves semi-tractability for discrete optimal stopping problems with complexity bounded by ε^{-4} log^{d+2}(1/ε).
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Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm
Weighted stochastic mesh algorithm achieves semi-tractability for discrete optimal stopping problems with complexity bounded by ε^{-4} log^{d+2}(1/ε).