Somayeh Moazeni

Available identifiers

zbMath Open moazeni.somayehMaRDI QIDQ285994

List of research outcomes

Publication	Date of Publication	Type
Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage	2023-03-15	Paper
Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization	2021-06-07	Paper
A utility theory based interactive approach to robustness in linear optimization	2018-05-25	Paper
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization	2017-10-04	Paper
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy	2016-05-19	Paper
Least Squares Policy Iteration with Instrumental Variables vs. Direct Policy Search: Comparison Against Optimal Benchmarks Using Energy Storage	2014-01-04	Paper
Regularized robust optimization: the optimal portfolio execution case	2013-06-26	Paper
A note on the dynamic liquidity trading problem with a mean-variance objective	2011-03-14	Paper
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters	2010-09-06	Paper
Fuzzy shortest path problem with finite fuzzy quantities	2007-02-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Somayeh Moazeni