Optimal quantization methods and applications to numerical problems in finance

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Support points (2016, methodology): “Also known as principal points [19], mse-rep-points have been employed in a variety of statistical and engineering applications, including quantizer design [25, 53] and optimal stratified sampling [8, 7].”
On some recent aspects of stochastic control and their applications (2005, methodology): “We refer to [ 72 ] for an account of other applications of quantization methods to numerical problems in finance.”
A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs (2006, methodology): “For other applications of quantization, we refer to the works of Pagès, Pham and Printems [18] or Pagès and Printems [19].”
Numerical simulation of quadratic BSDEs (2013, unknown): “Here, GM denotes the projection operator on the optimal quantization grid for the standard Gaussian distribution with M points in the support; see [26, 37] for details.”