Michel Denault

Available identifiers

zbMath Open denault.michelMaRDI QIDQ336619

List of research outcomes

Publication	Date of Publication	Type
Résolution Numérique De Problèmes De Complémentarité Linéaire Et Évaluation D'Options Américaines	2023-05-05	Paper
Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions	2018-07-11	Paper
Dynamic portfolio choice: a simulation-and-regression approach	2017-09-08	Paper
A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables	2016-11-10	Paper
The analytic-center cutting-plane method for variational inequalities: a quadratic-cut approach	2012-06-08	Paper
Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach	2004-06-15	Paper
On a primal-dual analytic center cutting plane method for variational inequalities	1999-01-01	Paper

Research outcomes over time

This page was built for person: Michel Denault