Pages that link to "Item:Q2264108"
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The following pages link to Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108):
Displaying 4 items.
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Optimal oil production and the world supply of oil (Q1994257) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
