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Search: subject:"Simulation-and-regression"
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Dynamic programming
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Dynamische Optimierung
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Computers & operations research : and their applications to problems of world concern ; an international journal
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The journal of energy markets
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ECONIS (ZBW)
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Valuing portfolios of interdependent real options using influence diagrams and
simulation-and-regression
: a multi-stage stochastic integer programming approach
Maier, Sebastian
;
Polak, John W.
;
Gann, David M.
- In:
Computers & operations research : and their …
115
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012162625
Saved in:
2
Pricing fast-responding electric storage assets in the presence of negative prices and price spikes : a
simulation-and-regression
approach
Kang, Sang Baum
;
Klein, Mark T.
;
Zhao, Jialin
- In:
The journal of energy markets
12
(
2019
)
1
,
pp. 19-41
Persistent link: https://www.econbiz.de/10012020338
Saved in:
3
Dynamic portfolio choices by
simulation-and-regression
: revisiting the issue of value function vs portfolio weight recursions
Denault, Michel
;
Simonato, Jean-Guy
- In:
Computers & operations research : and their …
79
(
2017
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011672956
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