Galerkin methods in dynamic stochastic programming (Q3577835): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331931003696368
+Normal rank
@@ Property / OpenAlex ID @@
+W2095201268
@@ Property / OpenAlex ID: W2095201268 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for the pricing of swing options: a stochastic control approach
+Normal rank
@@ Property / cites work @@
+Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
+Normal rank
@@ Property / cites work @@
+Adjustable robust solutions of uncertain linear programs
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule
+Normal rank
@@ Property / cites work @@
+On decision rules in stochastic programming
@@ Property / cites work: On decision rules in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Epi-Convergent Discretizations of Multistage Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of multistage stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Inference of statistical bounds for multistage stochastic programming problems
+Normal rank
@@ Property / cites work @@
+Q5494167
@@ Property / cites work: Q5494167 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of points in a cube and the approximate evaluation of integrals
+Normal rank
@@ Property / cites work @@
+Step decision rules for multistage stochastic programming: a heuristic approach
+Normal rank
@@ Property / cites work @@
+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
+Normal rank