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

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