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 |
|---|---|---|
| On the convergence of decomposition methods for multistage stochastic convex programs Mathematics of Operations Research | 2015-04-01 | Paper |
| Dynamic consistency for stochastic optimal control problems Annals of Operations Research | 2013-01-15 | Paper |
| 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 comparison of sample-based Stochastic Optimal Control methods | 2010-02-09 | Paper |
| Application of kernel-based stochastic gradient algorithms to option pricing Monte Carlo Methods and Applications | 2008-08-11 | Paper |
Research outcomes over time
This page was built for person: Pierre Girardeau
