Pierre Girardeau
From MaRDI portal
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
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