Kengy Barty
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Price decomposition in large-scale stochastic optimal control | 2010-12-09 | Paper |
| Decomposition of large-scale stochastic optimal control problems RAIRO - Operations Research | 2010-11-24 | Paper |
| Decomposition of large-scale stochastic optimal control problems RAIRO - Operations Research | 2010-11-24 | Paper |
| A stochastic gradient type algorithm for closed-loop problems Mathematical Programming. Series A. Series B | 2009-04-24 | Paper |
| Application of kernel-based stochastic gradient algorithms to option pricing Monte Carlo Methods and Applications | 2008-08-11 | Paper |
| Hilbert-Valued Perturbed Subgradient Algorithms Mathematics of Operations Research | 2008-05-27 | Paper |
| On the use of stochastic approximation in recursive estimation Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-02-26 | Paper |
| Dual effect free stochastic controls Annals of Operations Research | 2006-10-11 | Paper |
Research outcomes over time
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