Pages that link to "Item:Q3098274"
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The following pages link to Information Relaxations and Duality in Stochastic Dynamic Programs (Q3098274):
Displayed 50 items.
- Approximate linear programming for networks: average cost bounds (Q342031) (← links)
- A unified approach to multiple stopping and duality (Q453044) (← links)
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- The dynamic dispatch waves problem for same-day delivery (Q724132) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds (Q1785438) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Linear-quadratic control and information relaxations (Q1939706) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies (Q2060601) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- A novel decomposition-based method for solving general-product structure assemble-to-order systems (Q2184111) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Stochastic control with rough paths (Q2400494) (← links)
- Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming (Q2669575) (← links)
- Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085) (← links)
- Merchant Commodity Storage Practice Revisited (Q2795873) (← links)
- Necessity of Future Information in Admission Control (Q2795878) (← links)
- Semi-Infinite Relaxations for the Dynamic Knapsack Problem with Stochastic Item Sizes (Q2817835) (← links)
- Tax-Aware Dynamic Asset Allocation (Q2830762) (← links)
- Robust Control of Partially Observable Failing Systems (Q2830770) (← links)
- A simulation-based approach to stochastic dynamic programming (Q2863720) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
- Managing Perishable Inventories in Retailing: Replenishment, Clearance Sales, and Segregation (Q2957457) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents (Q4994155) (← links)
- Online Allocation and Pricing: Constant Regret via Bellman Inequalities (Q5003719) (← links)
- Dynamic Learning and Decision Making via Basis Weight Vectors (Q5095179) (← links)
- Order Now, Pickup in 30 Minutes: Managing Queues with Static Delivery Guarantees (Q5106351) (← links)
- Asymptotically Optimal Appointment Schedules (Q5108245) (← links)
- Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622) (← links)
- Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality (Q5131543) (← links)
- Spare Parts Inventory Management with Substitution-Dependent Reliability (Q5136077) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds (Q5144789) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424) (← links)
- Approximate dynamic programming via iterated Bellman inequalities (Q5256802) (← links)
- A PRIMAL–DUAL ALGORITHM FOR BSDES (Q5283406) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
- Iterative Improvement of Lower and Upper Bounds for Backward SDEs (Q5738163) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
- Primal-Dual Regression Approach for Markov Decision Processes with General State and Action Spaces (Q6198082) (← links)