Jeremy Yee

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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!

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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