Jeremy Yee

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
Annals of Operations Research
2020-05-11Paper
An algorithmic approach to optimal asset liquidation problems
Asia-Pacific Financial Markets
2018-12-03Paper
Value iteration for approximate dynamic programming under convexity2018-02-20Paper
Convex function approximations for Markov decision processes2017-12-04Paper
Optimal Forward Trading and Battery Control Under Renewable Electricity Generation2017-06-11Paper
Stochastic switching for partially observable dynamics and optimal asset allocation
International Journal of Control
2017-04-21Paper
Commodity Resource Valuation And Extraction: A Pathwise Programming Approach2016-01-31Paper


Research outcomes over time


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