Relationship between least squares Monte Carlo and approximate linear programming (Q1728294)
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scientific article; zbMATH DE number 7027759
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| English | Relationship between least squares Monte Carlo and approximate linear programming |
scientific article; zbMATH DE number 7027759 |
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Relationship between least squares Monte Carlo and approximate linear programming (English)
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22 February 2019
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Markov decision processes
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approximate dynamic programming
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least squares Monte Carlo
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approximate linear programming
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financial and real options
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energy storage
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