Pages that link to "Item:Q336622"
From MaRDI portal
The following pages link to A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622):
Displayed 9 items.
- A simulation-based decision support system for a multi-echelon inventory problem with service level constraints (Q337270) (← links)
- 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)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- ``Regression anytime'' with brute-force SVD truncation (Q2240846) (← links)
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Metamodel-based simulation optimization considering a single stochastic constraint (Q6164616) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)