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~subject:"Stochastic process"
~type:"article"
~type_genre:"Aufsatz im Buch"
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Arpón, Sebastián
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Annals of operations research ; 235
1
Annals of operations research ; volume 254, numbers 1/2 (July 2017)
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Innovation in the high-tech economy
1
Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016
1
Optimization under uncertainty ; Vol. 1
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An ADMM algorithm for two-stage stochastic programming problems
Arpón, Sebastián
;
Homem-de-Mello, Tito
;
Pagnoncelli, …
- In:
Operations research and systems : XVIII …
,
(pp. 559-582)
.
2020
Persistent link: https://www.econbiz.de/10012167917
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2
Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
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3
Rapid screening algorithms for stochastically constrained problems
Tsai, Shing Chih
;
Yang, Tse
-
2017
Persistent link: https://www.econbiz.de/10011711772
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4
An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
Mijangos, Eugenio
-
2015
Persistent link: https://www.econbiz.de/10011487057
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5
Q-learning and policy iteration algorithms for stochastic shortest path problems
Yu, Huizhen
;
Bertsekas, Dimitri P.
-
2013
Persistent link: https://www.econbiz.de/10010192806
Saved in:
6
An OGS-based Dynamic Time Warping algorithm for time series data
Zhou, Mi
- In:
Innovation in the high-tech economy
,
(pp. 115-121)
.
2013
Persistent link: https://www.econbiz.de/10010384873
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